Last monday I taugtht my godkids, ages 10 and 6 how to play D&D. The oldest had been bugging me to learn just before I moved away, and since I was in town on business, I thought I'd surprise him...
So two young boys and their dad rolled up characters after dinner... (forgot the 6 year old was, in fact 6 years old

... and a little behind in school. After some extra basic math homework [adding 3d6], I think I'm going to heaven

)
Figured I'd just run the castle out of the Mentzer boxed set. Of course that's the one book I forgot, but hey, I've read it only a couple of million times!
Upon reaching the 'very very tall wall' surrounding the castle, the 6year old delcares "I'm gonna run up and jump over the wall..." (Somebody still watches Dragonball Z...

). Despite the little guy's botched attempts at things as Eric the Cleric, he seemed to have fun. The 10 year old's 'hobbit'
tried to play hero multiple times, valiantly distracting the kobold guards while the elf (dad) moved in to cast
sleep.
The castle turns out to be two rooms with Bargle

inside the 2nd one...
Magic Missle takes out the elf. The 'hobbit' (10yr old) heroically goes toe-to-toe with the magic-user. The cleric? He does what all brave adventurers do... slowly tip-toe backwards out of the room, and high-tail it back to town.
Despite the deadly outcome everyone had a blast (the last time the dad played was August 1996.. at my house). I gave the 10 yr old the new D&D Basic set, and life is beautiful.
My only advice is just a repeat of prior poster's: Keep it simple, with the action quick and heavy, and give the kid some choices you'd expect your players to normally do. When he starts picking up on stuff like that, show no mercy.

Ten years from now, when his regaling his first adventure with some friends, he'll thank you.