There are a couple of websites listed on a thread on the seed exchange forum including a couple about seed identification. Take a look and see if one of them helps.

The Seed Site, linked below is a good place to start. They don't have Melampodium, but they have hundreds of others, and they show pics of seedpods, seeds and seedlings.

Google is another good source. Type "Melampodium seeds" without the quotes, and search Google Images. Here's the 4th hit:

Here is a link that might be useful: The Seed Site

I have collected these seeds many times. You can collect them as soon as the little flower fades. They are directly under the center of the bloom, kind of greyish and small like little squared off pebbles ( very little pebbles). Hope this helps. Linda