Another method is to pick the flowers that have mature pollen, then scrape the pollen off using an x-acto knife or something like it. Collect the pollen on waxed paper, then air dry the pollen (in the house is okay, out of direct sun) for a day. The idea is to minimize the moisture without killing the pollen in order to prevent rot. Scraping off the pollen is kind of tedious, but I've done it this way and sent the pollen half way around the world, and it worked.
Of course, if you have the female plant handy, just pick the male flower and, holding the stem of the flower, lightly brush the pollen onto the female flower.