Hi,
I'm sorry to say that they are a biennial and are only hardy to like 20 degrees so seed saving for you would be exceptionally difficult. You would need to somehow over winter a few plants. That would require a lot of mulch, and then who knows the plants could rot over winter. Some kind of greenhouse set up might work, but I don't know too much about that. If you could get them to over winter, you would need to make sure that once in bloom they were isolated from all close relatives that could bloom like Broccoli. They will cross with each other.
I suggest buying a larger pkt. than the small pkt. size often offered. Fedco has it in larger pkts. Seeds of Brassica family plants seem to have a good shelf life of at least 5 years.
Remy