I don't pick any stalks until at least two weeks after the last flowers have matured or the flowers which i have pollinated are 3-4 weeks old.
Then I put the whole stalk in a small paper bag, like the ones used for a child's school lunch, labeling the outside of the bag with the name of the cultivar and any cross data (I use small colored wires to mark individual flowers that I have crossed). I put these in a cool room and wait until the stalk is quite dry. If only a few of the flowers are crossed, these are carefully removed and crushed in a sheet of paper, expelling the seeds from the capsules. These are then spread on a clean sheet of paper and bigger pieces of debris removed. If I'm saving seeds from the entire stalk, I crush the stalk gently in the bag and then dump the seed out onto a piece of clean paper, removing bits of capsule and stalk. At this point, I pull out the bigger pieces of capsule remnants and shake the paper containing the seeds into glassine envelopes. I store the glassine envelopes in coin envelopes and these are stored in the crisper area of the refrigerator until planting in early March. A bit of broken capsule and other debris does not seem to inhibit the germination of the seed.
Hope that helps!
Kevin