Oh dear, I see that no one has addressed this yet, so I shall give it a try.
Firstly, I think the only viable seeds can be gotten from "regular" impatiens, not from hybrid varieties. Well, maybe you can get **some**, but they probably won't grow "true"... the outcome most likely won't resemble the parent plant.
Ok, so after you've decided to collect seeds from a "regular" impatiens, then you watch for the flower petals to start to drop off, that's when the seed pod is formed. You should be able to see the pod at the center of where the flower was, and it should be a nice bright green and should be "plump". They are rather sensitive to touch, might explode if you mess with it too much, so ...
Get your collection container and hold it under the pod, then snip off the seed pod from the stem, so that the pod (and a little bit of stem) falls into the collection container. You can use a paper sack (which works best, not only for staying-open-ability, but also for air circulation), or whatever you've got handy. Snip all the seed pods you want so that they'll fall into your collection container.
While holding the pods in, or over, the container, remove the seeds from the pods by hand... which is pretty easy to do since they "explode" from the pod pretty easily just from being handled. If there's any stubborn seeds remaining in the pod, you can just scrape them out with a fingernail.
Now that you've got your seeds, ya wanna spread 'em out (like on a layer of paper towels or paper plates) and let 'em dry for about 5-7 days. Then store 'em in as air-tight a container as you can get.
Hi, speediebean. I am also interested in saving impatiens seeds, so thank you for your technique. You mentioned not being sure whether the plants will return true to flower or not. I have not kept a record, but the volunteers in my garden tend to be the same colors I planted the year before.
This year, I was pleased to discover that some of the new impatiens I bought as plants were a very saturated red, and I love them. I don't know if they are a new color or just new to me, but I can't wait to save seed to be sure I have them again next year.