There are many parental control programes or softwares which help parents in controlling the Internet content available to their children.  Most of these Internet control programs  or parental control software can help block access to adult sites, rate sites based on adult content ( pornography, violence/ profanity, intolerance, militant extremists, gambling, drug culture, etc.), establish time controls for individual users (for example, blocking usage after a particular time at night, or during established homework times) and log surfing activities (allowing parents to see which sites a child has visited). These parental control tools can help block newsgroups and chat areas  inappropriate for children. Most of these programs can be configured by the parent to filter out sites that contain nudity, sexual content, hateful or violent material, or that advocate the use of drugs, tobacco, or alcohol. Some can also be configured to prevent children from revealing information about themselves such as their name, address, or telephone number.

if you don't have extra parental control software or tools, most browsers today come with in-built security features. Like in Internet explorer 5.0, go to Tools>Internet options and click on the security tab. You can customize security settings or choose from the one's there.