Most varieties of capsicum are grown as annuals (i.e. they're thrown out at the end of the year), even though several of them are actually short-lived perennials (so you can 'over-winter' them and get a fresh crop next year).
Try collecting some seeds to plant next year. See 'Saving Seeds' here:
http://www.chillisgal...ages/growingtips.html
If you've got the space you could also see if the plants will survive the winter but, if not, you'll still have the seeds for a free start to next year's crop.
Chris