Hi,
I'm surprised no one has written a response. I've not grown it myself, but I've received seeds a few times. The seeds are small dark flattish chip type seeds. They usually come with lots of chaff so I assume there are lots of seeds nestled at the base of the flowers. I would wait until the flowers have completely faded. Many times you can tell because the stem right under the flower also dies. If you're not sure, you can always test one flower by crumbling it and seeing if the seeds are ripe.
Remy

Thanks! Will do! It's a cute little plant & the little flowers are adorable! I want to save seeds to replant enough to make a border around a walkway to the drive way in the front yard & share some with a couple friends. I've got a couple flowers that are fading now, going to go test one! Have a great afternoon! :)

I saved some of these seeds last year. It was very easy. All you have to do is wait till the flower is very dry, as Remy said, and has turned a tan color. You can crumble the head and you will see small black seeds in the light colored chaff. They look like a smaller version of Zinnia seeds, almost an arrow shaped seed. You will get tons of seeds from a single plant.

Amy