When your kids look out the windows and see it's raining and say they are bored, tell them "we can still have fun indoors!" (Note: act convincing. Don't act as if you are reading from a script and are bored yourself.) If they look skeptical, ask them what they want to do. If they hesitate, suggest options you know they will enjoy, such as playing make-believe, dolls, or baking cookies.

Once you decide on what to do (in this example we'll keep it to baking cookies), say "Let's start!" Let them take turns mixing the dough, pouring in sugar/flour/salt/etc., shaping the cookies, and periodically checking on the cookies while they are in the oven. When making the cookies, you could talk a little about how the small lumps of cookie dough will flatten and spread out. While waiting for the cookies to bake, read them a story, play a game with them, etc. Try not to easily fall into the trap of letting them watch TV or play computer games. Though this is okay once in a while, I don't recommend having your children get a habit of doing this; it isn't good for their eyes or health, and the computer/TV has some potentially bad information/violence. When the cookies are done, take them out, and wait for them to cool. Eat when done.

If after the cookies are baked it is still raining, have fun with them! Use your imagination and build tents and forts indoors out of blankets and cushions. Let them help make lunch/dinner, watch a good, appropriate movie with them (plus popcorn if you want, but not too much), play card/board games, or teach them a hobby like knitting (if they would like to)! Above all, have fun! Tell your children a little about the value of patience. Emphasize this by having even more fun outdoors when the rain has stopped. Don't turn this into a lecture!