Unless you're in the southern hemisphere, or you have a heated greenhouse with lighting, its too late this year.

Hot peppers, or sweet bell peppers, Elvis? There are slight differences in their requirements. As Bamboo says, though, neither one can take frost, and all peppers need at least moderate amounts of warmth to bloom and bear fruit. If you can tell us approximately what part of the world you live in, we can give you more specific advice.

(This is why you are asked for your location on your profile page...)

Green peppers require a bit patience and perseverance at first but pay off handsomely later one. They are very slow to germinate (2 weeks) and grow very slowly. As stated above, they should be grown in a hot house/green house until night time temperatures are consistently about 50F. When the seedlings reach about 10 inches, you should top off each pepper plant by 1/3. This will promote side shooting and a stronger main stem which can support a heavier load of fruit.