So this happened to the first scots pine and I simply looked over it, but it has now started to happen with my second seedling and was wondering if I have been doing something wrong.

Basically, the seedling comes up, drops it seed and the first thing is that all the top parts start to curl up? I wasn't sure what this meant but that wasn't the problem. They seem to slowly bend over and die, well that's what the last one did, this one has just started to droop down and was wondering if there was anything I could do better next time?

Pines should be sowed in winter, to sprout in the spring, outdoors, in the sun. And seedlings don't like to be very wet.

This is known as damping off, which is caused by a fungus. A combination of factors cause it. Substraye eith the fungus in it, keeping it too wet. Too little air movement, low light.

As clicio said. Sow them in a seeding tray in winter, put outside. Wait for spring.