Yes, I think the name of it is Sparky's. There's also another store that has things that appeal to kids, but I can't remember the name of it, but it's on the street behind Sparky's.

Seems to me there's also a Discovery Zone-type store on St John, near Mongoose Junction, but I can't remember the name of it.

Also, many people with kids stop at the Vendors Plaza in St Thomas on their way to the airport. Good source for inexpensive jewelry, and other souvenirs.