He gives them a stern lecture about propriety and states outright:
"I'm going to tell you something and tell you one time: stop tormenting that man. What Mr. Radley did was his own business. If he wanted to stay inside his own house he had the right to stay inside free from the attentions of inquisitive children...How would we like it if Atticus barged in on us without knocking, when we were in our rooms at night?...No, [you are] putting his life's history on display for the edification of the neighborhood."
This little lecture is classic Atticus-he brings up manners and how it is rude to torment the poor guy, and it is rude to make fun of things they didn't know about right where everyone in the neighborhood could see. He compares it to a peeping tom watching them at night in their rooms-it is that disrespectful and invasive. He is more than a little stern with them too, telling them to knock it off. The kids don't listen though, and nearly get shot with Mr. Radley's shotgun on their next escapade to peek in the windows.
Atticus saw their play as "putting his life's history on display for the edification of the neighborhood."
He gets mad when he catches them with the note and the fishing pole and Dill with the bell. He wants them to leave poor Arthur alone. What he did was his own business and they were to stay away form him.
"If he wanted to come out, he would. If he wanted to sty inside his own house he had the right to stay inside free from the attentions of inquisitive children, which was a mild term for the likes of us."
They were making a scene in front of the whole neighborhood and it embarrassed him. He wanted the kids to learn what was right and what was acceptable. This begins some of the lessons he teaches his children along the way.
He says it is rude to torment him like this and make fun of him because he is an innocent mockingbird. He tells them knock it off since it is disrespectful and rude. When they dont listen they almost get shot by a gun. As they grow older they realize the wrong they are doing and why this can hurt Boo Radley.