K9 is a parental control filter to implement such feature at home, for kids navigating on the Internet. It's free and very lightweight, you just need 25 MB of free space for the log files.
During the installation, you will be asked for a license key that could get for free, plus an Administrator Password to get access to the Admin Console and to uninstall the software.
After you install the program you can enter the administration interface and change the settings that you want. This interface is web-based, very colorful and understandable. You can see the event list (program operation) and the Internet activity. The program is flexible enough to be configured and overrided as we want, apply time restrictions, use URL wildcards, grant full access for a few minutes, and a lot more.
The filter execution relies on a Windows Service called "Blue Coat K9 Web Protection", if you stop it, you won't be able to access any web site, in order to prevent security breaches. If you get "K9 protection is not responding" errors, you need to check that such service is up and running.
This is an excellent program that I strongly recommend for such worried parents about their kid's web surfing experience.