Just published:
Cooking: The 1-Million-Year-Old Technology
http://www.theatlantic.com/technology/archive/2012/04/cooking-the-1-million-year-old-technology/255455/
The paper provide "unambiguous evidence in the form of burned bone
and ashed plant remains" that "burning events" occurred in Wonderwerk Cave.
There is a link there to the actual paper.
Now this is Africa. Previous way back cooking was outside of Africa
and would not have been our ancestors.