These days most of the kids aged between 10 to 12 years know about the good web sites and the bad web sites. They exactly know which web sites to go and which to avoid. They are aware of web sites which spread spam, spy ware and other malicious threats and damage the working of the computer. Kids these days are quite smart and can teach us adults a thing or two about computers.
They usually learn all these things from their friends or by simply surfing the internet. In case your kids do not have this kind of knowledge, you need to sit with them and talk about the various problems if they visit any odd web sites. They need to know that a wrong web site can damage the computer and it would be safe to avoid such web sites. You need to explain them that if any web site asks them to submit their personal details such as address or phone number, it would be wise to completely ignore it.
These are some of the things that you need to put it in their minds.