You might want to try openDNS, no need to install any software,(unless
you have a dynamic IP), Just keep One pc on with the IP address
updater so that you IP is always upto date with the service. Basically
it is a DNS server, you can set it up to block adult sites and somehow
blocks all proxies and the ones it does not block, it does somethink
which makes it not work. So that would keep control over the internet
in terms of Adult sites like gambling & porn. You also get the option
of adding an extra 50 blocked sites. It also resolves IP's quicker,
some makes you internet quicker. I have been using it for a while and
it been fine. One issue is that It does not filter out google
searches, but will block the results of them. Its a free service.
Check it out,
http://www.opendns.co.uk.