Hi Carol,
It is fine to collect them now. I recommend winter sowing them. If you do not know what that is, please check out the Winter Sowing forum here on GardenWeb. It is a method of sowing seeds in containers with a cover(that can let water in) so as to create a perfect environment for seed germination. It works great on hardy perennials. I personally like to use 2 liter pop bottles, but some prefer milk jugs or other containers. Anyway, check out the forum; lots of nice people hang out there.
Remy

Here is a link that might be useful: Winter Sowing Forum

Hi Carol, I'll second what Remy said about winter sowing and add that I winter sowed baptisia seeds I harvested last year from my own plants and they grew nice and healthy.

I mostly used milk jugs for winter sowing:

I'm in north central CT.

Eileen

Nice pics Eileen! Would you mind if I used them when I teach winter sowing since I use pop bottles for mine?
Remy

Eileen, how did your marker hold up over the winter? Is it Sharpie or a paint marker? So easy to read!
Martha