http://www1.k9webprotection.com/ Bluecoat are one of the biggest and best content filtering companies out there at the moment.
Windows Live Family Safety is good. And free! Can set up filtering of websites based on categories (toddler, preteen etc.) or restrict individual sites. Also tracks all activity and can restrict software usage also: http://explore.live.com/windows-live-essentials-other-programs?T1=t3