If it isn't cold rain, or cold tempratures while it's raining then go ahead and take them out. There are rain covers for strollers that you can by, so that your stroller and your kids stay dry. It's prefectly fine to take them out in the rain as long as the temprature of the rain and the air around is warm enough. Heck, dress them up in rain gear and let them go jump in the puddles. Catch rain in buckets. Even make up silly rain dances.
If you have a garage you can put down and indoor/outdoor rug on the ground, open the garage door and play games in the garage. That way you're breathing fresh air, but you're still playing where it is nice and dry.
at 2:38 PM on Jan. 18, 2010