In my above post I forgot to add that cukes are cucurbits,as are squash,so most save cuke seed the same way you would squash seed,and that's by letting the mature squash seeds just dry.
Mainly seeds that have gel capsules need to be fermented.
I think the following link is very good but they suggest allowing g cuke seeds to sit in a jar first and I never did that at all with no problems.
http://www.seedsave.org/issi/904/experienced.html
Carolyn