Hey, as far as I know, and I'm not expert, but I believe these are propagated by cuttings, not seeds.

I've grown pelargoniums from purchased seed. I have not tried to save my own seed.

My suspicion is that your flowers did not get pollenated.

Here is a link that might be useful: Pelargonium Seed Pod

(continued)

Hmmm. Hit the Submit button prematurely.

Anyway, maybe try pollinating the flowers manually. One way would be to transfer pollen with a small brush. Another way would be to pluck off an anther with tweezers and brush it against a stigma.

The link I attached has lots of photos. Scroll over and click on picture 5 to see a large picture of a seed pod. The seeds are in the swollen area of the pod.

Good luck.

Jim

Here is a link that might be useful: Pelargonium Seed Pod