From: BlueCoat K9 Web Protection
(http://www1.k9webprotection.com/getk9/download-software.php)
Price: Free, up-to-date, Highly Recommended
Supported OS: Windows 2000, Windows XP, Windows Vista; Mac OS X 10.4.7 and later
BlueCoat manufactures security devices providing Web Content Filtering for corporate enterprises. They also make a parental control application called K9 Web Protection which is free for home users. It is an excellent balance of filtering capability and ease of use and has a lot of options to help parents set limits on web browsing and block unsafe or inappropriate sites. What you get is pretty impressive, given that it is free.