You can also try this (my mom used it on me and my sister--it's a trick she learned from her friend whose mother did it to them when they were young)--

Every time you're out, just tell the kids to keep YOU in their sights, so you don't get lost (because you aren't as smart as they are,) since if they lose you no one can get home. We stuck to our mom like glue because we thought she'd get herself lost. It gives the little'uns a sense of responsibility.

Beats the heck out of just telling them to follow you because you say so.