You tagged with first-time-brewer... if this is true, I would caution against making an infused beer right out the gate.  Fancy beers can be a tricky proposition.

That said, my best guess is that you could do an infusion similar to using vanilla, since it seems like a similar plant.  See this question & answers about [vanilla][1].  There's some [discussion][2] about making chili beers in the ever-popular HomeBrewTalk forum as well.

Finally, I don't mean to discourage you with that first bit.  I've had some chili beers that were <em>amazing</em>, and it's a pretty neat style.  Best of luck!


  [1]: http://homebrew.stackexchange.com/questions/7916/vanilla-beans-in-a-porter
  [2]: http://www.homebrewtalk.com/f12/chili-pepper-beer-333353/