We found that on the Haunted Mansion (which my DS was not scared of the first time he rode, but was the second time), we just let him hug on us, cover his ears and hide his face. He had his eyes closed the whole ride, but was fine after it was over (no screaminng or crying). Make sure before any ride that has dark or scary parts that you tell the kids what's coming, and if they get scared just hold on 'till its over (most WDW rides are under 5 minutes, anyway).
P.S. - absolute no-nos would be Alien Encounter at MK and It's Tough to Be A Bug at AK - both are WAY to scary for little kids.