Crumble the seeds apart, gently, into a paper bag.
Beans, peas, and corn can also be saved by letting them dry on the vine/stalk, then storing in a cool, dry place. Corn should be husked before storing. Beans, in my experience, do just as well whether removed from the pod or not, as long as thoroughly dry. Do not harvest dried seed when it's wet outside, unless you are going to let it dry thoroughly before storing.
ETA: I use the paper towel method (see comments) for tiny seeds that would slip through the strainer, like ground cherries, sweet pea tomatoes, tomatillos, etc. For bigger items, I prefer the strainer just to cut down on the fruit flies and smell of old produce.