Maggie, you can certainly sow the seeds where you want it to grow.* If you remove the spent seed heads it won't seed around so much.* You can always google for images of the seeds.* You could do a serach with:
butterfly weed seed
You mention that it's next to an azalea so I'm wondering if it's getting enough sun.* Maybe that is making it spread out by seeking more sun.
When weeding, the best way to make sure you are removing a weed and not a valuable plant is to pull on it. If it comes out of the ground easily, it is a valuable plant.