One way you can do this, is to create two windows user accounts. One for adults, and one for children.
Make sure your hard disk is formatted with NTFS, and you are using Windows NT4, 2000, or XP. Then, create an adults account with admin privledges, and one with only user level privlegdes. Then, deny the kids user access to the adult games. That way, if they try to run them, they will get an error message.