IE has a built in one. Go to tools> Internet options> 'content' tab. Enable the 'Content Advisor' there. I've never used any of these NetNanny (another one) type programs, so I couldn't tell you how well they work.
Ep, glad to see you come back and tidy up...did want to ask a one day favor, I want to enhance my resume , was hoping you could make me administrator for a day, if so, take me right off since I won't be here to do anything, and don't know the slightest about the board, but it would be nice putting "served administrator osnn", if can do, THANKS