Well the simple answer is to create a "limited" user account for them. You don't really need one account each. Just create one account they can all use. The of course change your own account's password, and leave theirs open.
The other thing to remember is that, if you were to go into Safe Mode, the "real" administrator account is selectable, and that account is often not password protected because you don't see it in Normal Mode. So make sure the "Administor" account has a password, and your account with admin privileges has a password. Then create one limited account that they can use.
Once you've done that, you can use your admin powers to turn off Internet access for the limited account. I don't know exactly that procedure so maybe someone else can help there.
Other than that, set your account to require your password when it comes out of screensave. To do that, right-click the desktop and select properties. Then click the "Screen Saver" tab and put a check in "On resume, display Welcome screen." And set your screen saver to a low number. And if you are gonig to be away for some time, be sure to actually "log off" your account, so it doesn't eat the system resources while they play or whatever.
I think the process to block Internet access is pretty simple, i just don't know offhand. A file you run or a registry edit. Not sure but I can find out if you want.
Theres a start.
-V