Peppers are annuals & IF you should propagate cuttings they will most likly be non fruit productive. If wish to try then take a tip cutting. apply 0.1% IBA (rooting hormone) stick in well drained soil & mist.
If it were me I would find a comercial source for these seed make the purchase & grow new plant from seed

Bell peppers root easily in a clear glass of water set on a window sill in bright, but not overly sunny, window. Secure a piece of plastic wrap over the top of the glass, poke holes in the plastic and insert a cutting in each hole; four cuttings to a glass. Be patient as it takes time for them to root.

"Peppers are annuals"

That's incorrect, peppers are perennials. I've got many that are 3-4 years old.

I do agree that you're better off growing a new plant from seed rather than trying to propogate a cutting.

I agree with Buzzsaw ~ they're actually tender perennials (perennials that are killed in winter in most of the US climates). We grow them as annuals usually, but again, they are definitely perennials.

This means you can dig the pepper plant, pot it and keep it inside for the winter, putting it back outside whenever it gets warm (nighttime temps of over 50 atleast, preferably over 60). It'll start to look like hell about February, dropping it's leaves, maybe even some limbs browning and dying ~ just outright looking like sh....tuff. But don't worry ~ it'll come back out nicely in spring so long as you keep it warm and watered over the winter, but not waterlogged (stick your finger in the pot all the way to the knuckle and if you feel any moistness or even dampness, don't water ~ only water when all you feel is totally dry). This is important because it doesn't need a lot of water ~ most of the leaves are gone and that's where the vast majority of transpiration happens. So it doesn't need much at all, not nearly as much as it needs in summer, and too much will rot the roots and kill it.

If you have it in a spot that gets plenty of light for most of the day and you're lucky enough that it keeps most of it's leaves, a light fertilizing wouldn't hurt it (maybe half what you usually feed on the same schedule). If it loses all it's leaves, it still won't hurt to fertilize it, but it won't really be needed.

I've never tried to root pepper cuttings, but I don't see why you can't try. Also, I could be wrong since I'm not Omnipotent Propagation God, but I've never heard of any plant that, when grown from a cutting, was non-fruit productive (or non-flowering), so I can't say I agree with that advice given above either. Every single plant I've ever rooted myself, seen rooted by someone else or read/heard about being grown from a cutting looks and acts just like the mother plant (except sports of course, but that's a whole 'nother subject). Rooted cuttings are clones, identical copies genetically of the mother plant, so I don't see why a rooted pepper won't fruit.

Even if you pot the mother plant, I'd go for it on the cuttings anyway,just to see what happens ~ take a cutting with two or three nodes, dip one in rooting hormone and stick it in the propagation box Janie/littledani talked about on that other thread I saw you post on. Just do what you said you were going to do over there and you just might get some roots! If you do, come back here and crow about it, would you? It'd be nice to see if you're successful ~ if you are, I just might try some myself.

Good luck! What kind of pepper is it? I know where to get seeds for most kinds and might be able to help you track down a source just in case you ever lose that one.

I've heard no mention of temperature other than placing cuttings in the house; your target temperature should be around 80 degrees F. Use heat mats if necessary. I live in a dry climate and found a humidity dome essential, an occasional misting just doesn't work in this southwestern climate.

My best luck has been in straight vermiculite baked in an oven for sterility, Fungus is an issue with a humidity dome, so A little hydrogen peroxide in the watering is an insurance policy, and suggested because of the long propogation time for peppers. If you live in a humid environment, you might be able to skip the humidity dome.

Check out this link, my only modification is the vermiculite and the hydrogen peroxide. http://www.fatalii.net/growing/index.php?option=com_content&task=view&id=16&Itemid=32

I've tried vermiculite with spaghnum peat moss, rockwool cubes. and potting soil, with unspectacular results. So far I've had 100% success with the vermiculite, though I plan to try other things hoping to speed up the cutting process (so far about three weeks to the transfer stage).

I hope this helps.