In my research for this lesson, I ran across some wonderful resources for the Lesson:
Daniel in the Lion's Den, The Power of Prayer!
Here is an awesome PDF slide show with pictures and story. Here is the PDF link:
Here is the adorable craft print out for making a paper bag puppet. Click the picture to make it bigger to download and print:
Here is Quinton's finished puppet:
The emphasis was on the power of prayer; because of Daniel's faithfulness to prayer, not only was he saved from the lion's den, but the king and the whole nation, where given the gift of living for God.