They put on swimsuits I had asked their parents to bring and were slathered with sun screen. They wore sun hats as well and since we were outside from about 9:30 am to 11:30 am the sun isn't that harsh yet and we didn't have any problems with sun burn.
They had so much fun we did it again the next day! I had to move our play area around to try and have equal flooding throughout the yard. Here are some pictures of our little set up:
And the next day too: