Let the seed heads get really dry and ready to burst, or just opening,and then shake them out into a bag. I store mine in those little individual jam pots you get in hotels. Do make sure they are really ripe and dry before you store or they will get mildewy. Pansy seeds can be picked when well swollen and left in a jam jar on a sunny windowsill to dry put and burst open - I never buy new seed unless I want a specific colour that I don't have. I often just sprinkle seed back into the pots or areas where they were growing.