It may sound daft but even with your seeds on the windowsill they may still not get enough light. They need at least 8 hours of direct sunlight, otherwise they will go in search of more light by extending their stem and reaching towards the most light they see. You will end up with leggy/spindly stems.
Remember you are trying to grow letteuce and shouldn't really sow more than half a dozen at a time. Start some more seeds now and do that every few weeks and you will have a constant supply throughout the summer.
These are 29 days old...
http://i64.tinypic.com/oa7sdj.png[/IMG] .. I've already transplanted quite a few from this batch
The photo was taken yesterday and they were grown in my polytunnel, where they get more than 12 hours of light a day. I did have some more that I started earlier at home in a window. But they went leggy, just like yours.