At home, I use one of the cyber-babysitter programs on my daughter's workstation. I think it's called "Cybersitter".

In a classroom or work environment, the proper solution is a proxy/firewall that has the capability of denying access to certain sites. There are many products which do this and work as either stand-alone firewalls, or plug-ins to the Microsoft Proxy Server product.

Either would work. The reason the latter solution is better in a classroom is because it doesn't require the software to be installed on each client computer.