The best way, of course, is still a teacher who circulates around the room instead of sitting at the desk correcting papers.
No technology will ever replace a good teacher!
Before activating a screening device, you might try a couple of sites [Yahoo list] to see what a pupil might find--then after you have put a stop to it, try again to see if it works. Do a search for "porno" "sex" or something else that comes to mind. Try newsgroups under http://dejanews.com then "alt.sex" for some more possible sites.
Companies on the Net want parents and schools to have the software so that adult "free speech" will not be targeted. These programs vary in user-friendliness. Try before you Buy. Please e-mail me if you have a better solution: tha1@axe.humboldt.edu.