Well, big commercial vendors have machines that separate chaff from seed.
I use screens and paper to separate mine. I haven't collected marigold seed in awhile, but I don't remember having problems. Are the petals sticking? Maybe the petals aren't super dry yet? Often times, I find if the seeds and chaff are left to sit for awhile they separate much easier.
For something with bigger seeds, like marigolds, I use the paper method. This is having the seeds on one sheet and tipping a bit and gently shaking onto another sheet. Mostly seeds will fall and leave chaff behind. I dump the chaff and go back and forth between the papers until pretty much all I have left is seeds.
I hope that makes sense,
Remy

albert, here's how I remove flower petals from marigold seeds:

I leave the seed pod on the plant until it is bone, bone dry. By that time, the petals have really shrunk and are usually stuck together, and the pod often leans to one side because the stem is bent (from dryness, I guess; I don't know). I use the forefinger and thumb of one hand to pinch the seed pod tightly at the top, just under the petals, and with my forefinger and thumb of the other hand, I pinch off the dried petals, sometimes giving a little twist. Just about every speck of petal comes off this way. I don't try to separate the tannish/whitish chaff just above the black seed.

Hope this helps,
Barbara in Virginia zone 7

I saw a video at the botanic garden about this. They have a fancy machine that uses a vacumn and a blower around. Pretty Fancy. Its not that big a deal if there's a few petals.

:)