Here are some helpful links and resources that I have found on teaching internet safety.
PBS Kids Webonauts Internet Academy - this is a fun game for your children to play. In the game they are students in the Webonaut Academy and they must complete their training. While they are playing, they are also learning about different internet safety topics such as cyber bullying, who to share passwords with, and online profiles.
FBI Cyber Surf Islands - this is another activity site for your child. It has activities for grades 3-8. These activities have a bigger range than the game mentioned above.
Digital Citizenship lesson - this is a lesson that I created on SoftChalk. It goes over the different elements of digital citizenship, including online safety. Although it is labeled for 5th grade, it can be used for the third graders as well.
Discovery Education Digital Safety - this site offers several modules about digital safety. There are modules for parents, students, and educators.