Preheat oven to 425°.
Put the cake mix in a large bowl and then add the pumpkin. Mix by hand or use an electric mixer to completely mix the batter.
Put the batter in a well greased donut pan. The batter is pretty thick, so you can't really pour it. You can spoon it in, but I find that the easiest way is to pipe it in. No need for a fancy piping bag - just place the batter into a large (gallon-sized) Ziplock bag and snip a 1/2" hole in one of the bottom corners of the bag. Squeeze the batter into each donut well. I usually get 10-12 donuts out of each batch.
Bake the donuts for 8 minutes.
Let the donuts cool in the pans for about 5-6 minutes and then transfer to a wire rack. Place the wire rack over a cookie sheet or wax paper - this part gets a little messy.
Place the frosting in a bowl and microwave for about 30 seconds, stirring until smooth. If the glaze isn't quite as runny as you'd like, you can microwave for another 15-30 seconds.
Dip the top half of each donut into the glaze and then place the glazed donuts on the wire rack to set. If sprinkles are desired, add immediately after dipping. We all know donuts are best warm, but these donuts really are amazing a day or two later as well. They stay moist and soft and delicious even at room temperature.