Ask them nicely. There's no uncertainty in the outcome of this encounter, therefore it's not interesting to resolve via chance.
You, as DM, should either dictate or negotiate. There's no point in resolving it in game via the false illusion of choice and skill.
Given that this is a narrative structure, negotiation can lead to character development, whereas most players will feel unhappy if their models of world are violated by "no, you astonishingly heroic heroes were just captured by fifteen waves of ninjas."
There is no good way to do this in character. Most players will avoid making decisions that are obviously trapped. Therefore, the best way is to say "Look, I'd like to bribe you each with a plot token. In exchange, I'd like to start off with you kidnapped, and I'd like to work through with you how your character was kidnapped to explore the nuances of your character and in what situations he or she would make bad decisions that are bad enough to lead to their kidnapping.
The plot token is worth one declarative statement about the world that is subject to veto from the group (not the DM). If the group vetos, they get their plot token back.
To unpack this, 4e is designed for two significant combat outcomes when in goblin dice mode: the players win and the party dies. In order to kidnap the party in combat, consider the flowchart here. You'll effectively overwhelm them with monsters until they all "die" and then say "just kidding, you're captured instead." Here, there is no interest nor possibility of "success." And therefore the question should not be asked.
When in skill challenge mode, the same thing is true. You have a known, fixed outcome: the party is kidnapped. Therefore, there are no interesting choices.
Simply put, the best outcome is to arrange the narrative situation to highlight and enhance aspects of the characters with the players' connivance. The players get rewarded, get spotlight time, and get enhanced characterization
In this answer, I don't quite understand how the "plot token" works. What kind of things can you do with it?
A plot token is a unit of value representing the capability to "change the game."
In effect it represents a narrative reward or narrative change that a player can introduce because she's interested in that. So, a trivial example is a player spending a plot token saying "We have a castle."
Now, this represents not the actual events, but the impulse behind the narrative events. In the "we have a castle" token, it's likely that the DM will either run a few sessions establishing why and how the castle was captured or work with the PC to narrate the same thing, depending on other planned events.
What this means is that players, in exchange for not making a fuss, can change the world to be more interesting to them. Plot tokens generally aren't exchanged for things of mechanical value, but for narrative things of plot interest. They are a way of demanding "I want this to happen" or have happened. It gives players some storytelling control and influence over the world, just as you, the DM, are assuming control over their characters with an equivalent plot-debt of "You get captured."