They do that if there's not enough light. Also, if you can, get them pricked out as soon as it's possible. Are they too crowded, maybe?

Sounds like you are sowing the seeds too early. Packets give sowing times and if you find your plants have gone leggy it would be better to sow at the latest date rather than the earliest date. The problem is as Spritz says, they need to be pricked out as soon as they have two real leaves (as they will be on the plant). Finding room for the expanded plant life can be almost impossible if you are growing on a windowsill. I made that mistake the first year I sowed seeds but with a lot of forebearance from OH I was able to save all the plants long enough for them to survive until I got them out to an unheated greenhouse before hardening them off. It was a lot of work taking hundreds of trays out side and back in every day. Once you have potted them on, leggy plants will benefit from having the growing point nipped out of them. I found if I bought something like lobelia which gives you thousands of seeds in a packet it is best to sow them at intervals over the sowing period so that they are not all ready for potting on at the same time. I was lucky that at the time I was opening my garden and was able to sell them for our funds but I had far more than my garden could absorb.

Thanks for your replies. They are Cosmos seedlings and it did say on the packet sow Feb/Mar indoors, perhaps I will try again in a couple of weeks time, thing is last year I sowed them in April but they didn't start flowering until really late in the year.

Hi again Anitamay. copy the following link in to your browser to find lots of information about growing cosmos. It is designed for Texas gardeners buta lot of the information will be relevant regarding type of soil etc.
http://aggie-horticulture.tamu.edu/archives/parsons/flowers/cosmos/cosmos.html
Last year I sowed fast flowers from Suttons with great success. I did not sow cosmos but they do do them. The packet says flowers in 10-11 weeks from a sowing in Mar/April.

Cosmos need blazing sun from the get-go to do well. See if you can start them in a south-facing window, so they get the maximum direct sun, or give them very bright artificial light. To be effective, artificial light needs to be almost painfully bright: Full spectrum tubes, less than 50 cm from the seedlings, or a 150 watt or bigger incandescent bulb with a reflector, less than a 150 cm from the plants. Tucking it under the parlor Tiffany lamp just doesn't cut it.