C.S.
My son is 5 and baby is 10 months. I sent him to a "Super Sibling" class at the hospital that taught baby safety. He did it when he was 4.5 (and 2 months before the baby was born) and he still quotes from it. Sometimes when someone in a uniform in an area of authority gives info it sticks with them better than when Mom says something over and over again. Check around and see if you can find something similiar. They gave out a coloring book focusing on infant safety. The best part was that anything that can fit into a toilet paper cardboard roll is a choking hazzard. He takes the toilet paper off all the time now to see if his stuff is a choking hazzard. It's a riot!
Good luck! C.