Save them over the winter and plant indoors in the late winter/early spring. You'll have more control over the conditions that way. There are other methods, such as winter sowing, which is my favourite way to start perennials. http://www.wintersown.org/ 

I have had many of the above types of plants (including brunnera) that have self sown themselves. If you plant the seeds now, in all likelihood many will soon germinate and these little seedlings will not be sturdy or strong enough to make the winter. Best you wait until late autumn just prior to the ground freezing and then scratch the seeds into the surface of the soil in a dedicated area. Come spring, be sure to keep the emerging seedlings watered and thin and or transplant them as necessary. You can also sow them in April as soon as the ground is dry enough to be lightly worked, the temperature does not have to be warm and settled to do so. Or, do as Marcia suggests and show them indoors in late winter / early spring. You have several options :)

I seldom direct seed because i have such a weed problem. Chances are i'd yank them out with the weeds!