Cut off the seed pods, but leave the leaves alone until the plant goes dormant in the fall.

thanks so much. I had no idea they were seed pods...kept waiting for them to bloom . can i plant the seeds?

If you want to sow the seeds you need to leave the pods on the plant until they are brown and dry. Then they will open up and you'll see the seeds. Then you need to sow them and be patient for a couple of years and hope you get a nice looking flower if the lily was a hybrid.