If you're truly wondering where the seeds are, no one can help you without a look-see at the same thing you're looking at. Do you have a digital camera? If so, can you take and post a pic so we can see it? (And do you know how to go about posting pics to this thread, or do you need help with that?)
EDIT: Never mind. Did a Google search on "yummy orange peppers" and on Bonnie Seeds website, it lists them as a sweet hybrid with virtually no seeds. Looks like they were developed to be that way.