Get your kittens a cat tree and place it in a good location by a window.
It will give them something of *their own* to climb and they will leave
the curtains alone. Two good examples of cat trees can be found on this
page:
http://community.webtv.net/zuzu22/scratch
In the first picture, I snapped Jasper in mid-air just as he hit the top
of the tree after flying up the side :-)

Megan

                                   

Make them want to climb something else.

Do they have a nice tall cat tree? By the window?
If not, get them one. Cats need to climb. It's part of what they are.

Put something on the curtains to make them "icky" to the cats. Cats tend to
dislike citrus smells. Spray them with an orange or citrus scented spray like
air freshener or febreeze.

No matter how much you discipline them for climbing, they'll know it's you
doing it - they'll just climb them when you're not looking. They have to
decide that the curtains just aren't as cool as their tree.
If you do remove them from the curtains, place them on their tree or kitty
condo or whatever and praise them. They can't just be told they can't do
something - you need to tell them what to do instead.

HTH

Shut the door and wait.  Adult cats don't seem to do it as much.