we've talked about such programs before on this forum.
here's a freeware one:http://www.dimadsoft.com/kids/index.php
KBang shows images of different animals and plays corresponding sounds (like meow for cats and bark for dogs) when kid plays with the keyboard.
Don’t be afraid that kid will damage your computer, well, may be keyboard itself :-). Program locks keyboard so that kid can't do anything to your computer. To exit the program it is necessary to click in top-left and then in top-right corner of the screen.
[found via freeware world team]