THe most common source where to catch head lice is at school when your kids are playing with other kids. The best way to keep them away from your kids is to wash there clothes very often and to explain them how to avoid being in contact with other kids heads.
Head lice can be transmitted from person to person, so they could be picking them up at school. The other possibility is that they are getting them from their clothing or bedding over and over again. Make sure you thoroughly wash all of their linens and clothes.