Hi Sue Ellen,
Let the pods dry on the plant. The seeds are still maturing while the pods are green.
Remy

After letting the pods dry on the plant, cut them with pruning shears and put the dried pods in an onion sack (or another open weave type sack). Break open the pods for the seeds when you are ready to plant.

I have used this method for many years for saving my Cowhorn okra seed.