Several things come to mind. "New baby in the house" is a great game! It's still a novelty, too, after only a month. Your older ones may not feel quite so chummy when the baby is big enough to pull their hair or grab their toys.
However, you can direct their time and attention. S.H. has an excellent response about explaining things. Kids will respond to that much more readily than, "Don't do that" and "Stay away." It's a fantastic teaching opportunity, so take advantage of it.
When you need to do something for Baby and the siblings want to be in on it, dub them your official assistants and give them each a job to do that will help them feel useful and needed. Give them a couple of diapers and show them how to diaper their dolls.
When it's nap time for Baby, you could try to make it rest time for everybody (I'm sure you'd like to put your feet up, too), or you could read to your older ones during that time.
Hope this helps.