Creating a role-playing activity can be an effective way to demonstrate to an entire class that bullying is wrong. Select someone to play the role of the bully and someone to play the role of the victim, and give them scripts to use. The victim's script should lay out the proper reaction to the bully, such as ignoring the bully rather than lashing out. Ask the girls for feedback on what they think about the actions of the bully and the actions of the victim. Ask if they have any other tips on how to deal with bullies.
Because bullying often involves tearing people down psychologically through name-calling, involve the girls in activities that will help them build each other up and foster positive feelings. For example, have the girls pick names out of a hat, then go around the circle and have each girl think of one positive thing to say about the person whose name she drew.
Another activity will allow the girls to get hurt feelings off their chests in complete anonymity. Have the girls write on a sheet of paper a story about a time when they felt they were being bullied or picked on. Tell the girls not to sign their names to the paper so they will feel safe. Gather all the stories when the time is up and read some or all of them to the class. Have the girls discuss each story when you are done reading it.
A good way to promote discussion of bullying is to ask the girls to split into groups and come up with their own definitions of what a bully is. Let the groups discuss among themselves and come up with a definition, then have someone from each group read their definition to the class.