Seedlings grown inside are very "soft" and not prepared for the real world outside. There are big differences in wind, light intensity and usually temperature and humidity swings as well. When you first put them outside, put them in a very sheltered spot with full shade for a few days, then gradually start moving them to a sunnier and more exposed location. It never hurts to move them to a new location for only an hour or two to start-- the more gradual you can make the transition, the better the plants will do. How long it takes depends on how dissimilar the indoor and outdoor climate are in your area when you're moving the plants outside.
I aim an oscillating fan at all the seedlings I raise indoors; I believe it makes them much hardier when it's time to move outside. I do live in a particularly windy climate so perhaps that's why it's so helpful for me.
It's not unusual for me to have a casualty or two if I'm moving a bunch out at once.
Kevin