It's traditional to collect 'em after the 1st frost, are you sure they are sloes and not wild damsons - if you bite one and it dosn't turn your taste buds inside out then its a plum !!
Easiest guide is 1lb sloes to 1lb suger in a demijohn covered with the cheapest gin/vodka you can buy. You must ***** each fruit with a fork (or you can cheat and freeze them and their skins will split) I prefer to ***** em. Once in the demijohn, cork it put it somewhere warm, for the first month, pick it up and shake the demijohn gently every couple of days - this will help the sugar to fully dissolve. Then leave as long as possible - if you can resist
but the longer you can bear to leave it the better. After a couple of months in the demijohn you can sieve the contents and bottle it in the bottles you bought the gin/vodka. Even decanted, it's better the longer you can leave it!!!!
Just one observation from me "up north" it's been a very dry year up here and they are very far and few between in my area
Hope that helps a little