Check out C-Jump. This is kind of like Chutes and Ladders - except that instead of Ladders, you have While loops, and instead of Chutes you have Goto's. I wish we had this stuff when I was a kid! It would be great to see a C# or Visual Basic version of this as well. Maybe Sesame Street could do a version where Oscar the Grouch is the Garbage Collector? <g>
Also, speaking of teaching kids to program, don't miss the Kid's Programming Language article on Coding4Fun.