Check this link and all will be revealed,plus there is a template to make your own seed packets;

http://www.thegardenersalmanac.co.uk/Data/Collecting%20seeds/Collecting%20Seeds.htm

I will assume that these are plants in your own garden, Baily, and that you can watch them growing. At the end of the flowering period the petals will wither and fall off. At the top of the stalk will be a small, green seed pod waiting to ripen. Over a period of several days or weeks, depending on the type of plant, these seed pods will swell and start to change to a more brownish colour. When the seed is ready to collect the seed pod will be quite hard and start to split open. Hopefully you will have a number of pods on the plant as they will ripen at a slightly different rate. When they are starting to open, or the first one has gone off like a bomb, will be the time to cut the pods off the stem and place them in a dry paper bag. Allow the pods to finish drying and give the bag a good shake. With luck, you will have lots of nice fresh seed in the bag.

Thanks for the info. I am sure I will have success following your advice!!
Thanks again,