Yes, after they bloom and the seed pods develop. Don't deadhead them after flowering. The seeds will form in small pods where the flowers were.

Trudi

The pods look like little green buoys, often complete with "antennae", about 1/4" in length. When they are ready they turn pale brown, and they will form little holes at the tip (usually one or two). Then you just point the holes into your collection container, and shake, shake, shake. The seeds (and there will be very, very many) are little black, scruffy-looking, dots.

i have the greeen buoys with one antannae on each one, alot, weighing down the plant, is this normal...