They're not 'gas' (as we normally think of it) all the way through. Hydrogen, for example is a metal at the centre of such planets.
I hope that you won't be offended if I direct you to a page that's aimed at kids, but it's on the NASA website (which ought to be a reliable source of information!) and it seems to be relevant to your question: http://spaceplace.nasa.gov/en/kids/phonedrmarc /2003_september.shtml