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In the examples you give both "me" and "los" are direct objects. Here's a mini lesson:
Direct Objects in Spanish: me, te, lo, la, nos, os, los, las. In English they are translated: me, you, him, it, her, us, you, them, you-all.
Indirect Objects in Spanish: me, te, le, nos, os, les. They are translated with the following words SAID or UNDERSTOOD: to, for, at, from....me, you, him, etc.
1. The forms me, te, nos and os are both direct and indirect object pronouns. They are also reflexive pronouns (self/selves)
Here is an example of "me" as an indirect object:
Me dio el dinero = He gave me the money. (However WHAT did he give? the money is the direct object. TO WHOM - TO me is the indirect object. So, this could be restated to "He gave the money TO me."
Object pronouns usually go in front of the conjugated verb. They can either go in front or be attached to the gerund (ending in -ndo) and/or the infinitive.
If both a direct and in indirect object are used and "le" or "les" is followed by "lo, la, los, las" the "le" or "les" will change to "se." Se lo dio = He give it (book, for example) to him (or to her or to you, formal.)
In your second example: se asustan = that would be reflexive = they scared THEMSELVES.
Feel free to ask any question as it comes up. This may be more than you need at this time!