Well that is a very popular question, that I myself was curious about. I happened to stumble across this thread posted a little bit ago about the same subject.

Here is a link that might be useful: Seed Ripening

Hi Pink,
It depends. If the seeds were not developed enough, they aren't going to be good. It sounds like this might of been the case since it seems the flower was still fresh in bloom. In that case, you won't get ripe seed. If you had flowers that were pretty much dead, and you were waiting on seeds, it is possible the last of the plant's energy will be put into finishing off development of the seeds and as long as the weather hold a little longer where the plant is still alive though frost damamged, you could have good seed.
Now hardy perennials that bloom in the fall and are unaffected(leaves still look nice) by light freezes can have seed develop right through this kind of weather. They are sort of programmed differently than tender annuals.
Hope this helps,
Remy