I think we all have those days. Sometimes you just want them to stay NEAR the train. They don't have to stay on the tracks, or even ride the train, just stay remotely near it.
Echoing some of what's been said before: for very young kids, I strongly recommend using figs. Not a grid, not heavy minis based combat, but figs, so they can pick up a figure and say "this is me!" and move it next to the enemy fig they're attacking. It's pretty essential to my 5 year-old's enjoyment of D&D.
When I first introduced my kids to the game, I did use minis, which is what drew them to it in the first place. I was looking for more of an AD&D experience, theatre of the mind, than 4e. But I think the map, for a dungeon crawl will be a better match next time. Thanks for several people suggesting it....makes it easier to swallow.
Good on you for exposing kids to the game. I debated whether it would be worth the effort years ago, and asked Gary for advice in one his Q&A threads. His response is in my .sig, and I'm glad I took it.