I took 3 yo DS to the playground and he'd only been playing for a few minutes before he came running back upset that another boy shouted at him (sensitive soul). Normally I would tell him not to worry, the boy was very rude to do that and to play somewhere else but that day I told that if someone shouts at him, shout back (except if it's me of course!). Not the most responsible advice but I really felt bad for him!
What do you say to your kids? Do you interfere at the playground if other kids are rude to your kid? I tend to let them sort it out amongst themselves but also feel bad for my boy!