If you wanna keep the kids alive, just let your maternal instincts come out!
Ha, but more seriously, the trick is to always have in mind where the kids are, so you can defend them. If they get captured, what's really important is that you pay attention to the room where the monster went, during the small cutscene showing the child getting eaten.
Also, you gotta keep your cool and avoid shooting them by mistake. Guns can get dangerous, so be careful!
Good luck!