As a general rule-
It is always best to let the seed mature on the plant as long as possible and pick as the pod/capsule/seedhead just gets ready to split or release the seeds. Except for a few, the seed will release fairly easily with little resistance.

Drying should be in a warm place with as little humidity as possible. Spread them out in a tin plate or something similar and stir once a day till the seed is very hard. The time this takes really depends on your location and the seed. Here in dry Colorado it takes no time at all for most seed as we have virtually no humidity. Normal house temps will be fine. Don't try putting them in the oven even with the heat on low, in a food dehydrator or even on a heating pad. And yes people have done this. The temps just get way too hot and you will cook them.

What is it that you are wanting to pick and dry in hurry?

Make sure your drying plates are in a safe location, such as a mouse-free room, and/or placed up on the bookshelves over the books--this space has little headroom--plenty enough for drying, but small enough that a cat won't be tempted to sit/lay on the plate.

I agree with above...never rush the natural maturing process of seeds. You can't guarantee that the seeds will be fully mature. If you need your seeds for trading it's best to wait for them to mature and dry naturally....traders will always be around for you to trade with.

Trading immature seeds is never recommended ~ it can ruin a new trader's reputation from the onset. So, take your time to trade with confidence.