Maybe you could set up a limited user account for the kids, and give them read only access to your documents? If you prefer not to set up another account, you could simply make the specified folder read only for the current account, then turn off the permission again when you need to edit or delete the files yourself.
I don't know which version of Windows XP you have, but if it's XP professional, in an explorer window navigate to Tools -> Folder Options ->View tab and turn off simple file sharing if it isn't off already. You can then proceed to edit permissions on the desired folder.
Right-click the folder, and go to the security tab. Here you can add or modify user permissions:
You'll want to leave them with Read, Read & Execute and List Folder Contents.
If you'd like permissions to be applied recursively, click Advanced and tick the box to replace permissions for child objects: