Updating IE's restricted site list is how ie-spyad works as well:
http://www.pcworld.com/downloads/cou...3332&fileidx=1
I've installed this on the kids computer and it works well. Even if they click on the "free smilies" or whatever, they won't be able to get to the site.
Personally I don't use any anti-spyware scanner or tools on my own computer as I've had problems with registry corruption from adaware in the past and they tend to slow it down. By using common sense on what not to click on you shouldn't have much of a problem (i.e. porn, "free" software, etc) I do check every now and then using msconfig and Hijack-this to make sure nothing is running that shouldn't be.
not to mention they can jack up the tcp/ip stack. Always a good call. :rollside: