You can regulate your family very easily. Just get an OpenDNS accout. Its free and very easy to setup. To keep all the kids in check just put the opendns DNS entries on your router. When the kids logon they get a dhcp address with the opendns setting and they get filtered through the opendns site. You setup what they have access to with your free opendns accout.
You can get smoothwall express ( a free edition for home use ). Use an old computer system and do your own content filtering.
Or you can use untangle and do the same.. Untangle is new but looks very promising and can filter spam, spyware, viruses etc...
I am sure a google search will turn up all kinds of web filtering.
I went to opendns because I do not need to run a spare computer. I believe it is supported by advertisement but your never see anything unless you type in the wrong web page. It is very unintrusive. However they are a lot of new and good solutions that only require minimal time and effort to keep you family safe.