Hi Kerry and welcome to NGA!
It's usually best to leave pods on plants until they are fully ripened and start to split. Depending on the size of the pods you can either use organza bags over them until they are ready. If they are really big, then twist tie a bit of panty hose around them. I get my organza bags at the dollar tree in the baby shower section. For the large ones, they usually have them at a craft store like Michaels or Joann's. You can get cheap panty hose pretty much anywhere.
Here is a picture of one covering a Hibiscus acetosella pod.