I saw those seeds for sale on ebay, and did a little research on starting them from seed. It's a long, drawn out process and you may not see blooms for 3 or 4 years. According to the source I found, it involves planting the seeds and keeping them warm for about 3 months, during which time you won't see any sprouts, they'll just be forming roots. Then you stuff them into a cool environment (not freezing) for another 3 months. THEN, you warm them up again and maybe, if you're lucky, you'll see sprouts. I don't think I have that much patience!
And the plant that I, at least, really want, the Paeonia tenuifolia Rubra Flora Plena, doesn't set viable seed. So you really need a division. I found one source, but today is the last chance to order and it's about $58 with shipping. Ouch. And I've also read that you really need to do some advance soil prep before buying one. Sigh. Maybe next year.