Many farmers near us in the western U.S. raise sunflowers, primarily for the oil. The sunflowers should droop near the end of the season but you really shouldn't do anything with it until the lower leaves on the stalk wilt and turn brown. If you'd look at the head now, you'd probably see some stuff sluffing off of the seeds. This is normal and the seeds are maturing. When the stalk gets withered, cut the head with maybe a good foot or two of the stalk attached, hang upside down in a sunny place to dry. The seeds will remain in the heads for a long time... you can then put the entire head out or shake it over a large paper bag to collect the seeds. If you put the entire thing out, the squirrels will make short work of it...