They need exposure to a cold moist period (in other words, winter) before they'll germinate in spring. If you just collect the seeds and save them dry until planting, they most likely won't come up.

You can fake the winter with cold stratification like this: In fall, clean the seeds and scarify them by putting them in a pyrex dish and pouring almost boiling water over them to cover (this is to start breaking down the hard seed coat). Let them soak overnight in the cooling water. Next day, drain and put them in a ziplock bag with some slightly dampened vermiculite, seal the bag and chuck it in your vegetable crisper until spring is in the air. As the days lengthen in March or so, sow the seed, covering lightly. In bright light and 60-70 degree temps they should come up in 2-3 weeks.

Marty