I started all of mine from seed last year. I read that the seedlings don't transplant well, so I sowed the seed directly in the garden.
I just kind of roughed up the ground, tossed them on, then went over the area again with my hands to make sure they had good dirt contact (didn't cover them though) and they popped up in a couple days. They also don't like too much moisture.
I don't mean for this to sound insulting (I was new to seed starting, so I wouldn't have known these things), but are you sure you let the flower heads stay on the plant last year long enough to make seeds? They have to stay on the plant until they are brown, dry, and shriveled before you take them off. Then, you bust the flower open and the seeds are buried inside. Is that what you did?