well not the answer for everyone but i've started using the content advisor in the internet properties for I.E.
i enabled it for everything and as my kids need to get places for homework or whatever i unlock those sites , tell it to remember access to those sites and thats all they can get to. it's password locked and doesn't let anything thru that you don't let it. its also easy to disable with the password if your on the comp. some might see it as a pain , having to unlock stuff at times , but i always know what sites they'er at. i've tryed filtering software and it's to easy for stuff to slip through.
god luck