Ah, I didn't consider how peppers might be pollinated. I had assumed they were self-pollinating like the tomatoes. Hmm... Maybe I'll try to help them out a little.
I had sprinkled something onto the soil called Osmocote, Flower & Vegetable fertilizer. I've been wondering if I put too much fertilizer in there? And I planted a little black bean plant in the same pot as the pepper. I've heard that beans can add nitrogen to the soil, so maybe it was too much nitrogen? I've also wondered if the recent increased use of the air conditioner has negatively affected the pepper plant? I'm not sure. I'll have to experiment some more.
Thank you for your comments!