There are a lot of ways to do this. The simplest way to dry them is to hang them upside-down somewhere. It's a little slow, though.
If you want a quicker way, there's a cheap solution that involves a box fan and a couple of accordion (or "pleated") furnace filters (new, of course). Rest your herbs in the valleys of the accordion. Stack up to five of these filters on top of each other with herbs in each, then strap them to the box fan and let her run. To strap them I would just use some bungie cords (the kind you can get 20 for $3.00 at Target).
It will take about 2 hours to dry most herbs this way. Seeds will take a little longer and it's sometimes hard to do with the wrong seeding plant, but it's possible.
I got this idea from the cooking show "Good Eats", by the way.
Oh, here is a picture of a pleated air filter. It's not the greatest picture, but it'll work. This is kind of an expensive air filter, though. Use the cheapest you can find.