Great question and a fun seed to collect. Wait until the heads and the stem just below is brown. Then, pluck it off and crumble the head. Inside you will see brown/grey disks that look like turtle shells. They are laying right against the outer petals of the head. There are pictures of these seeds on various sites. But the thing to remember is they look like turtle shells.

That should do you. Took me a while to figure it out too. If you need more help, continue to post and we can get pictures etc.

Ditto what Bakemom said about collecting. Once you collect them, put them in a container to dry for a couple weeks. Once they are dry, store them in a envelope or container in a cool, dry place.

You can plant them now but depending on the type, you may not get them to flower until next year. The few types I grow all flower first year but there are many other varieties so some may be second year bloomers.

You can also sow them in the fall and they will come up next spring or they do great being Winter Sown (see Winter Sowing forum).