Steel ships are painted to stop the rust, but paint doesn't last forever so they are painted often. If you really don't want them to rust paint them, often. Scuff them up a bit beforehand to give the paint a good surface to stick to. Watch out for chips in the paint if they are likely to knock together.
Probably the most high maintenance way of doing it but probably the most effective as well. Unless you encase them in concrete or something...