Cut the seed heads from the milk thistle stalks using scissors, and gather them in a basket. For the most medicinal benefit, gather the seed heads when they are brown.
Let the seed heads dry out until they are brown and crunchy.
Place a brown paper bag outdoors on a hard surface such as a sidewalk or driveway. Weigh it down with rocks if necessary.
Put the crunchy seed heads on the brown paper bag, and then lightly step on them to crush the heads. Be careful not to crush the seeds. You only want to to break open the seed head and separate the debris from the seed.
Remove any large pieces of debris, then let the thistle dry some more. This will cause the fluffy thistle to become brittle.
Separate the seeds from the crushed seed heads, or chaff, using a sifting screen. The brittle thistles will break off easily when sifting.