The late pop star's three children – Prince Michael I, 12, Paris, 11, and seven-year-old Prince Michael II, known as Blanket – were taken to a Jehovah's Witness center by Michael's older sister Rebbie, 59, yesterday (July 15, 2009).
Paris and Prince were seen clutching a songbook called "Sing Praises to Jehovah" during the religious service in Los Angeles.
A source said: "Michael always wanted Rebbie to help with the kids if anything ever happened to him, so it's nice to see her involved."
The Jackson family are keen to keep the children in touch with the real world and are encouraging them to play computer games and paint to boost their spirits.
The children's godfather Mark Lester said the kids are "coping quite well" but were "quiet" while in the care of their grandmother, Katherine Jackson.
He added: "Despite all the publicity surrounding the family, they are trying to keep things as normal as possible at home."
"Paris loves to paint and Prince loves video games to try to keep occupied. Blanket loves to play with his toys and run around a little crazy."
Meanwhile, Debbie Rowe - Michael's ex-wife and the mother of Prince Michael I and Paris - has threatened her former friend Rebecca White with legal action over alleged leaked emails.
White claims Debbie wrote to her on July 2 and again on July 5, a week after Michael's death, explaining she didn't see the children as her own and doesn't want custody of them.
Debbie is demanding her former pal retracts the statements.
Her attorney said: "Our firm has sent Ms. White a letter disputing the truth of her statements and demanding that she make a retraction in order to avoid legal action."
Debbie is expected to attend a court hearing at Los Angeles Superior Court on Monday (July 20, 2009) for temporary guardianship of Prince Michael I and Paris.
