I have sweet pepper and hot peppers growing close .we they mix?

Yes, Ken, they can cross if the buds/flowers aren't isolated. Here's some information about bagging the flowers that you want to stay pure. http://cubits.org/salsagarden/...

This photo was enlightening to me. http://cubits.org/salsagarden/...
l hadn't even considered just bagging one cluster on each plant , so I never tried it. I certainly will this year.

Yes they will cross pollinate. It should not affect the peppers grown this year. But peppers grown from the seed of the crossed peppers will be affected.

If you're not planning on saving seed, don't worry about the cross pollination.