This is the Way We Play on the Playground
Most children love to sing songs. They're also more likely to remember something if they learn it through song. The simple tune, "Here We Go 'Round the Mulberry Bush" can easily be altered to include lines like, "This is the way we slide down the slide." When children are first being exposed to fixed playground equipment, have them form a line next to the equipment. Lead them through the various parts of the equipment, singing as you go. Climb the ladder, go down the slide, swing on the bars and try out all of the different parts of the playground together so that the children have a chance to learn how to use it all safely.
Following the Leader
Anyone who's watched the Disney film "Peter Pan" likely remembers the song, "I'm Following the Leader." Rather than having the children trek through the woods, name a leader among the group and have that child lead the other children around the playground. Keep a close eye on them. If the leader does anything that's unsafe, like running on the equipment or trying to jump from a height, stop the game. Tell the children -- or have them tell you -- why they can't do that and pick a new leader. You can also have the children sing the song while they're playing the game if it helps to keep them engaged.
Playground Safety List
Create a list together before going to the playground. The key to making children want to follow the safety rules is to involve them in the planning process. So instead of simply telling them what they can and cannot do, ask them for suggestions. Try to get the children to tell you some of the more important ones -- no running, no pushing, no hitting -- and offer prompts when they start to get stuck, such as: "Can we run up and down the slide?" The rules don't have to be completely serious. For example, one could be: "Don't dance on the monkey bars."
To make the set of rules easier for the children to understand, divide it into two lists: "Can Do" and "Can't Do." Once you've gone over everything, have the children draw a picture of something they can do and of something they can't do on the playground.