When you say "cook it", what do you mean?
Cooking/baking it (according to the instructions on the packet, or boiling it like Punishment says in the above post) permanently hards the clay into whatever shape it is when you cook it.
I've drawn a little diagram now to better explain my previous post.
Sculpt a little rough skull shape out of sculpey (this stage is easier using the standard non-firm type) on to the top of a wooden dowel, like a lollipop but with a little chin. The chin is so later on you can push against your head's jawline or carve away at his cheeks without pushing the entire head around in circles.
Cook that so it'll be a nice solid base to start your proper sculpting on. Once it's cooled down start layering on more clay bit by bit.
I hate this stage because SS Firm is pretty firm indeed and takes quite a bit of kneading to press each new bit onto the head.
Then comes the fun arty bit when you actually work on the likeness.
When you're completely happy with it (weeks later in my case), cook it again for the last time. Actually it's worth mentioning that some people sculpt a bald portrait, cook it at that stage, and then sculpt hair on top then cook it for the last time.
Notice in my diagram that the clay base-shape/skull/whatever is much smaller than the final head I want to make? That's because if, after hours and hours of work, when your sculpt is almost done you just need to carve a little bit more away from somewhere and you accidental dig down to the cooked (uncarvable!) 'skull' layer you are
screwed. So make sure you only have the minimum amount of skull that you need to support your work. Unless you're a real expert who knows the anatomy of the head they're doing to the mm exactly then you don't want the final surface of the head anywhere close to the 'skull'.
And if you're like me, once you're sure that you want to pursue sculpting more then you'll invest in gear to do wax sculpting and you won't have to worry about any of the stuff I've just described and you can just get stuck right in! Sculpey's great to start off with though because you don't have to buy so much gear to get started. And from the looks of things some of our really great top tier sculptors still use Sculpey anyway.