Bern:
I have never really saved Hosta seed, but what you can do is loosely tie a large brown paper bag (with some slits for air) around the scape, so that if any seeds are released when you are gone, they will be caught. You have to play around with the bag a little, but that's what I do to collect seeds from my giant balsam - also to prevent them from being spread all over the garden. Good luck with the babies - I grew some a few years ago and they are so cute!!
Northerner.

Thanks Northerner, Really appreciate your reply. I am curious to see the seedling, I read they don't come true with seeds . Thanks again

That is quite true, Bern, they don't come true to seed - but that's the fun of growing them. I have some that are now two years old and they are now 'showing their colours'. You never know what you'll get.