Drying is actually easier than it sounds, if you have a gas oven. Lay the flower on parchment paper. Yes, I specified baker's parchment paper for a reason. It's embedded with silicon, so the flower won't stick to the paper. Turn the oven on very low, 200 degrees F or less. Check every 15 minutes or so. In the humidity of Florida, the flower may take as long as an hour to dry.
If you don't have a gas oven and happen to live in a cold climate, put the flower in a paper bag and stick it near a furnace where warm air constantly blows on it. I've actually used painter's tape (Yeah, the blue stuff) to secure the bag opening over part of the vent here in my office. That little flower was drier than the desert in three days! Probably was dry sooner, but I forgot it. (Hey, I'm honest!)
Remember, I have a link to Earth Gifts on this blog, so you can get the rest of what you need to make incense. Except the wine, of course.