I wrote about pie crust in this post, but my pictures were of a two crust pie. When you are making a single crust pie with an unbaked filling, such as pudding, you need to pre-bake the crust. This is often called blind baking a crust.
Some recipes may call for par baking, which means to partially cook a crust.
To keep the crust from puffing up too much, you need to treat it in some way. You can pierce it all over with a fork or you can use some sort of weights.