Personally Iv never used parental control / filtering but here's a few ideas:
http://www.cyberpatrol.com
http://www.bsafehome.com
http://www.parentalcontrolbar.org/index.htm
Quote from wikipedia:
Windows Vista built in Parental controls: Allows administrators to control which websites, programs and games each standard user can use and install. This feature is not included in the Business or Enterprise editions of Vista.
... (consider upgrading to vista maybe?)
This information is just from searching, as i have never used these programs, i would recommend that you read through the web sites before downloading or buying and software, to make sure it is legitimate
Hope this helps