Awww...This is what you do:

2 tbsp of Boric Acid powder (in the pharmacy dept at Lulu/Safeer)
2 tbsp of Nido milk powder
2 tbsp of all purpose flour
2 tbsp of sugar

Mix in a bowl and add water to make either a thick paste or a dough. If you have made a dough, shape into balls and place in high places. If you have made a paste, spread it into disposable container lids (the lids from yogurt tubs work well) and place in high places (i.e. on top of kitchen cabinets, on top of your bedroom closet, in the washroom where the baby cant reach, etc.) The more the better...this gets rid of the small cockroaches. Other than this, keep the kitchen insanely clean and don't bring food into the rooms.

This problem is more common if you live in a villa on the GF. If you're in an apartment that's fairly new, this doesnt happen as much...

And yes..there are very few apartments available in our price range...still looking though :)

Good luck...