Cut several small holes about the size of a dime in a shoe box or other small box.
Place the calla lily seeds in the box and spread them out into a single layer.
Place the box outside in a warm, dry spot that is protected from the wind and other weather.
Check the seeds for dryness by trying to cut one in half with a sharp knife. Calla lily seeds look like small nuts and if they are hard and "crunchy" when you try to cut them, they are dry. If it is soft or mushy at all, it's not dry.
Place your seeds in plain paper envelopes once they are dry for storage. You can easily label paper envelopes and they don't accumulate moisture, preventing the seeds from molding.