I agree -- most will do better if started indoors and transplanted out. Any sort of fluorescent light fixture (think "cheap shop light") will do better than a windowsill, anyway; hang it or prop it up on whatever you can come up with, keep the light on about 14-16 hrs/day and just a little ways above the plants, and then transplant out when they get to a manageable size.
Anita, what herb seeds exactly do you have? Some (rosemary comes to my mind in particular) are fairly notorious for low germination rates... Other herbs, like parsley, cilantro, dill, grow pretty easily when direct sown.
Welcome to All Things Plants -- I hope you have a great gardening season!!