Hi DL,
You only have to worry about other cucumber varieties(Cucumber sativus.) Cucumbers will not cross with squash, melons, or fruits commonly called a cuke that are other species.
To be absolutely sure of no cross pollination, it is recommended that different cucumber varieties are grown 1/2 mile apart. If you must grow other cucumbers, you will need to cover or tape the blooms shut the day before the blooms will opening to keep pollinators away and then hand pollinate. When it comes to cukes, you have to make sure you dab pollen from male blossoms onto the female ones. Since male cukes flowers don't make fruit, you can just break them off and rub them onto the female ones. Cuke flowers open in the morning and you need to get out there and get it done then, and then recover or re-tape. I personally find growing just one variety each year, a much easier thing to do.
To save seed from a cucumber takes a little work too. You need to let them get fully ripe on the vine. They will turn orange. Then you pick them an let them sit for at least a couple weeks inside. Once you do that, you need to ferment the seeds like you do for tomatoes.
I hope this helps.
Also if you are interested in saving other veggie seeds or want even more in depth info, looking into purchasing Seed to Seed by Susanne Ashworth. I got it for a present and love it.
Remy

DL,

Since you haven't grown the seeds yet and will be growing them next year, I would just consider not growing any other veriety of cucumbers that year! This would eliminate the need for all the extra hard work. This whole month I will be talking about collecting, saving, and storing seeds from Zinnias, Tomatoes, Peppers, Snap Dragons, Cucumbers, Prairie Mallow, and any other that I feel like!
My blog url is:
www.vioboy.blogspot.com
Good Luck
~Zach

Here is a link that might be useful: MY BLOG

If you do a Google search you'll get lots of info no saving cucumber seeds.