Answer: You need to allow time for the seeds to mature before you pick them. Select pods that are beginning to open or nearly so and save them. Pick them when they are dry, dry them a few more days inside away from dew and rain and then label and store them in an airtight container in the refrigerator, or as you suggested, in an envelope in a cool but dry spot like the back of a drawer -- just remember where you put them!
You may also find that they will self sow for you where they are growing now -- watch for them to germinate when the soil warms up next spring.
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