Tim -
I do not sell paints, however, your problem with the slide for the kids is
not a lost cause.  Rustloleum makes some decent rust preventative primers and
paints. Make sure to get the industrial strength version and the primer made
for rusty finishes vs new metal.  3 coats of top coat using the rust
preventative oil based enamels should do the trick.  You may or may not
require a clear top coat (so the kids can slide well) . I might recommend
spraying the paint for a smooth finish as well at least on the hand rails and
the flat slide (if the flat slide needs any coatings).
Benjamin Moore Paints is also a good source for quality paints and the
fellows at the counter can help pick out the best qualities and types of
paint for you.

Good Luck
Candy Brashears
Mockingbird Handcrafts