Paul,
When the color has left the flower stalk and it has turned
yellow/brown you can pick off the seed heads. In the next
stage, the stalk turns brown and dries and the seed pod will
open. If the seed is picked before the pods open, they can be
used as storage containers. Let the pods dry in a warm place
for a couple days and then you can wrap them in plastic and
store them in the fridge for years.
Dave Evans