The brother above asks, how you can protect your children from unwanted websites. This is simple you need to invest in a parents control software.

Im guessing, you want to block adult content on the Internet such as pornography?
There are sooooooo many programs out there that allow you to do this, it works by filtering the content on the Internet.

Just do abit of Google research, here's a few programs that block unwanted websites.
http://www.parentalcontrol.co.uk/

EDIT: The thing is with the Internet, anything can pop-up at any times, even if your children are not intending it for the wrong purpose things can pop-up therefore you need to make sure, you have proper web filters in place that prevent any sort of unwanted websites!

EDIT2:
If your using Microsoft Windows Vista, it has its own build in parental control, just click User Accounts and click setup parental controls!