Go ahead and save the seed, the aphids do not winter on the seed.

By the way what methods have you tried on the aphids? Soapy water, pyrethreum, other...? Is this an every year occurance or just this year? (Just curious and was hoping I could help...e-mail me if you want my help as I'm terrible at remembering some of the forum stuff I need to check back on)

Yes, you seed will be fine...
Aphids pierce plant parts and feed on plant sap not on seeds...if you plant was not severely harmed, it probably still had enough energy to produce viable seed.
I had apids on mine this year for awhile until the beneficials came came in to do their work. My neighbors columbines are severely attacked and sickly looking each year by aphids and they keep on producing tons of seed :)

Vera

I agree; save seeds. Don't you just hate those aphids stuck to the nico? It's so groooossss.