After flowering, the 'cranesbill' shaped bit is what you need. As they ripen they turn brownish.
Nip them off into a paper bag and label.
Store them for a week or two to dry them out completely. Give the bag a shake to loosen the seeds from the pods then sort the wheat from the chaff...
Happy days will follow, Geranium do well from seed.

And don't be too slow, they explode away from the plant very quickly and all you are left with is the empty capsule.

Try tree and shrub seeds as well, its fun..some need special treatment to get germination and crosses take bits from both parents so that you get suprises.....good or bad!

Thanks all...I'll keep an bag/envelope with me at all times, so I don't miss them.
I'll try these first Pam - might just promote myself to some shrubs next year :)
Fractal Cat...do I store them in a dark place?