The main reason for allowing specific "rights" on XP is to limit the type of behaviour you are asking for. XP will stop program installations which change system files unless the user has administrator permissions. A few smaller programs, which don't change system files can sometimes be installed when logged on as a "Power User", but even that has it's limitations.

I suggest an administrator be present, log on, then install the games for the kids, then log off.

Hope this helps.