What I do is plant them in cactus soil which has been diluted with sand to insure good drainage. Then I put them just barely under the soil, give very little water. Then put some plastic wrap over the pot to create humidity. You do not want a lot of sun light. Make sure it is very diffused. I believe the temperature should be around 78 -82 F. You may want to get a heating blanket. Then, 3 weeks after they sprout, punch 1 hole in the plastic wrap to lesson the humidity. You want to do this slowly to adjust the cacti to their new environment. Should be about 6 weeks of slowly poking holes, until the plastic wrap is removed. Do 1 pin sized hole about every 3 or 4 days. This is my advise, others may vary. Goran will for sure help you a lot. Good luck!
peace & love