How To Collect Four O' Clock Flower Seeds

Not far from my garden there is an empty lot with a hedge of Four O' Clocks that grow an flower like mad. I try not to pass the abandoned property very often because these plants just remind me just how much I stink at trying to get these seeds to germinate. I've tried for years to grow Four O' Clocks from seeds with little luck. On this abandoned property they grow in almost full sun, watered only by rain and they thrive.