I'm not very familiar with EU rules, but I know the following: keep all receipts for any items you were/are forced to buy due to the missing baggage. Then within 21 days of getting back your bags, you have to submit a formal claim (a form may be available online). You can submit the claim either to the airline you have a contract with, or the one actually operating the flight.
But it's unclear to me what are they required to reimburse you for, unless the bag is completely lost (which is very unusual). Some airlines will offer to pay 50% of the costs you had to incur, using the rationale that you're keeping that stuff for you anyway (only in case the baggage is missing at your destination, not at your home airport). In any case, you can expect quite a fight for any sort of compensation...
Last edited by iwillflytheworld; Jul 21, 2007 at 2:32 pm
Reason: corrected number of days to file the claim