It's some sort of Pennisetum. See 2nd picture: If you use your thumb and index fingernails and squeeze gently at the pointy end of the seed carrier, the seed will slide out the rear. You can just see the seed in the bottom carrier in that photo. Squeeze at exactly the point where the hairs connect.

YES! You are correct! The first few pods I picked had the thin dark brown thingie. I thought it was it. Then there is this one that was hard and not thin, rounded with a pointy end. Woohoo!

Thanks!

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The fatter the carrier, the greater the potential for a mature seed inside. A scrawny carrier will have an undeveloped seed, or nothing.

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I would like to know how this ornamental grass looks like in summer. What should I search in http://images.google.com?

I'll post a pic later. :)

Thanks.

Here is the picture.

Here are a raft of pics of various pennisetum pics:

http://images.google.com/images?hl=en&q=%22fountain%20grass%22&um=1&ie=UTF-8&sa=N&tab=wi

It's difficult to say which yours is, from seeds and seed stalks alone. I don't think it's 'Moudry' ( the ones in my photos)because the seed stalks and carrier hairs would be much darker.