The official item, called the Locked Chest (Data value 95) was an 2011 April fools joke by the Mojang team. These items no longer appear, and cannot be obtained normally (using "/give 95" works).
Online mods, used by server administrators are a way of protecting the chest for each player to limit stealing and griefing.
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You can't make it, you have to find it in dungeon chests.
Like the PC/Mac edition, I'm pretty sure you can only get saddles in chests that spawn randomly in the world, such as dungeon chests, abandoned mine shaft chests, and stronghold chests.
You can get pumpkin seeds randomly in chests in dungeons in Minecraft.Pumpkin seeds in Minecraft can be crafted from pumpkins in the crafting grid.
As of Beta 1.4, cocoa beans couldn't be found ingame. You can only find them inside dungeon chests. You can read more about dungeon chests on Minecraft Wiki (the link is under "Sources and related links" below this answer).