Terri,
You can start them any time but you have to worry if they will be ready to get through the winter if they're started too late. Tiny seedlings will tend to heave out and be killed in the winter.
I store the seeds in the crisper to keep them fresh from the time I harvest in the fall until I plant them in March. There is some debate as to whether cold stratification improves germination and it may be that there is some help but it's not essential. You might try starting half the batch in one way and half wait until the spring. I have grown some in a window over the winter when I was a kid in MA, although they stay very green, not coloring up and they have to be gradually adapted to life outdoors.
Kevin
