Hi Barbara! I harvest mine when you can see that the stem is starting to turn brown. The seed will be sitting down inside the seed head,it is usually tan in color. Be careful it can be a painful process,wear gloves and try to break it up as much as possible or shake them out in a paper bag,sometimes this works and sometimes it doesnt. You can always do what I do and sacrifice a seed head you think is ready,break it open and check out the seeds,if they are still greenish,they are not ready and you know to let the others go awhile longer. Ours have been ripening here for awhile,so I am thinking you should have some ripe seeds also.
I winter sowed all of my coneflowers with wonderful results,I recommend it highly. Winter Sowing has turned out to be a real blessing for me,I had wonderful results. Many others love the method also,come over to the forum and ask away,you will get a warm welcome and lots of great advice to get you on your way! ;)

thanks for the info...I'll check one of my seed heads tomorrow. When do you winter sow them? Now or wait till Jan-Feb ish? Winter sowing really does sound like a great way to get a lot of plants for minimal cost--mine kinda gardening.