Andy,
I have a couple of solutions that may help, and none of them require any Expertise in Firewalls, or even computers. These are all free Software packages that limit website content by scanning the web page for "trouble" words before displaying it. These words could be sexual, Violent, Racist, or pretty much anything that you choose to input. Some also have a list of websites that are already approved or denied based on the Filter level you choose to implement.
First and foremost in my book, is "Parental Control Bar" It is easy to install, has a quick setup and a comprehensive tutorial of usage... as well as installing for both internet Explorer and Firefox. This earns a Cody two-thumbs up. (Mwahahahaha)
That can be downloaded here:
http://www.snapfiles.com/get/parentalcontrol.html
Some others that I have found are easy and convenient are:
http://www.snapfiles.com/get/pfilter.html
and
http://www.snapfiles.com/get/weballow.html
Hope this helped, and feel free to ask any questions.
-Cody C