Deadhead Milkweed?

This is the first year I'm growing milkweed. I'm having great luck with it, but now I'm starting to see pods all over the place out there. Should I deadhead until later, or does it matter?

I've been growing whats looks like this http://plantsdatabase.com/go/604/ for a couple years. I leave the pods on the plant until they pop. I then clean them http://plantsdatabase.com/showpicture/1786/ and plant in pots in August/September for next springs garden. The type I have is an annual here.

That's the one I have plus a few others. There's hundreds of pods out there already, if I actually saved all the seeds from now until fall I could plant acres of milkweed.
I guess I should have said do I need to dead head to keep the plants flowering or do they flower just the same anyway?

Do you plant the seeds that early to keep under lights or in a greenhouse? I planted mine in January I think, and they were almost too big for the house before I could plant them out.

Mine continue to bloom whether I deadhead or not. I could go for an acre of milkweed ... just think of all the flying flowers we would see :)

I put my plants in my daughters old play house for the winter. It has a skylight, I put two layers of 6mm plastic around the windows and I have a big drop light I use when it's going to freeze. The plants stay healthy, don't grow much, but take off when I put them in the ground. I don't have room in the house to start seeds :(

Thanks for the answer. I will let the pods stay on then. I guess I can send the seeds out for postage in the fall.
An acre would be nice but I would have to cut down a bunch of trees to get that much open space. Maybe I could turn up the ground under the power lines.