I reckon the best way to teach your kids about ethical living is to set a good example. However, there is nothing wrong with hammering home the message through the medium of play.
Orchard Toys's What's Rubbish? is a board game that teaches children which items can be recycled - and a dash of maths, too.
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hello, just an fyi: there's also a cute freeware game called, "recycle" for little kids here:
http://www.jeuxmac.fr/autres.html