Explain to your kids about bar adds and the like. If you can or havn't allready, get firefox and show them how to block adds. Explain that clicking on adds = bad. Try downloading
Site Advisor and tell the that site's that are marked Green are ok, but any that are yellow or red they need to see you about. Explain to them in simple terms about spyware and viruses. Get a good anti virus software just in case. Install
Spyware Blaster. Etc.
At 10, I could already get around most of the internet filtering if I put my mind to it. If you're kids are already tech savy, then theres no way anything is going to be able to keep them in. It's better to teach them what is right/wrong and supervise when you can. Letting them have freedom will be good for them.