I cant tell you exactly because ive never put young seedlings under a big lamp, I use flouresents, but, if I had to guess, id say start at 4 feet, and work down.
When seedlings have grown their second or third set of serrated leaves (not counting the round cotyledons that initially emerge from the seed) they are usually hardy enough to flourish in direct sunlight or beneath a grow-lamp (preferably metal halide or fluorescent tubes). Always keep your grow-lights at least 18 inches from your seedlings.