When my DS was in preschool, he had all kinds of ideas for what he wanted to do to the church that housed the preschool! He wouldn't voice these horrible ideas to his teacher, but saved them for family. When the normal, "It's not nice to say such things" didn't work, we explained about why people cannot say things like that about schools/churches/etc. because there have been some scary real-life situations that make people fearful. I also mentioned a few things about how there are laws against threats like that. Of course, it sounds ridiculous to have to talk to a preschooler about these things, but it was the only way to get him to understand. And for the most part, his ideas came from video games...