Wait for the ornamental grass to flower. The flowers will usually be tall furry looking stalks or stalks with small flowers on them.
Allow the flower stalks to dry out and fade on the ornamental grass. Once the stalks are totally dry you can harvest the seed. Ornamental flower stalks usually go to seed from midsummer to early fall, around July to October. The flower stalks will turn brown and the seeds with be hard when they're ready for harvest.
Place the paper bag over the flower stalk and cut the stalk from the grass with the scissors. Hold the end of the stalk sticking out of the bag and turn the bag right side up, so the flower stalk is upside down inside it. Shake the stalk while inside the bag to loosen the seeds. The seeds will fall into the bag. If all the seeds don't fall, run your hand over the stalk, pushing seed into the bag.
Label the bag with the kind of ornamental grass seeds. Store the seeds in a cool dry location, like a garage, until you're ready to plant them.