Argyle King
Legend
The Lego adventure games aren't bad. Some of the adventures are actually pretty fun. They're a bit bare bones ruleswise compared to what I'd call a rpg, but, I think they are a fun product and pretty well suited to younger kids.
I actually started my boys on the RPG path with a board game, HeroQuest. It taught them the basics about fighting monsters, casting spells, and searching for secret doors, treasure, and traps. Then, about a year or so after we had started with HeroQuest, the leap to AD&D 2nd edition (the current edition at the time) was a fairly easy one. (They were ages 10 and 8 when we made the leap from HeroQuest to AD&D.)