Check out "Net Nanny" What your child does on the internet is your business ;o)

Right at this moment the number one software on the market for keeping unwanted material off of your families computers is Net Nanny.Following is an excerpt from their website;

"Blocks Pornography and Protects Families and Children

Much more important than how it works, is that you know that Net Nanny does work. You have the peace of mind of knowing that you are protecting your children and family with the best internet safety tools available. Net Nanny can block not only pornography, but hate sites, questionable chat rooms and other dangers of the Internet. You can configure Net Nanny to block online game and gambling sites, and even make it so your children can only install and play computer games with parental ratings that you deem appropriate. Net Nanny even offers a simple, easy to use set-up assistant to help parents determine what online activities (Web sites, chat, gaming and social networks) are appropriate based on your family member’s age."

You can go to toptenreviews to see their list of the top content blockers. 

Remember that the protection of your children on the internet rests fully on your shoulders. Nobody else will ever care for them as much as you. Aside from programs like these, remember that Adult Supervision is always the best form of protection that you can give your children. Talk to them and show interest in what they are doing. ;o)