Andy,
I understand your difficulty. While I agree with the others that education is the best method, that is not always possible with the younglings. My 5 year old son keeps trying to buy things on-line... like tickets to a theatrical production of the Lion King
; and we thought the disney sites would be fine. (Amazon one-click shopping was turned off IMMEDIATELY!) Watching him constantly is tough (especially when things are happening on CD) and logging his activity doesn't quite help here.
As a solution we ended up using McAffee Privacy Service (as a portion of the Internet Security Suite) (Windows XP Home) which enabled us to allow only specific domains... like a subset of Disney's site. We also had to give him his own login ID so that my wife could be freed from his restricitions. She also had to adopt a password when he figured out that he could do more in her ID. (My computer has a strict "touching = grounding" policy.
)
Sounds like a good solution, but the Privacy Service software seems to forget the restrictions periodically (about once a month) and the virus scan is somwhat of a resource hog that really slows booting and frustrates the heck out of my wife. I'd like a better solution, but it's functional.
My experience with ZoneAlarm is that it helps keep people out of your machine (since it is a good firewall - and it's free), but doesn't really help keep you from doing the damage yourself. It's been a while since I've used it, so I'm sure the community will correct me if required.
Gopher was so much safer *sigh*