I found this useful for me and maybe you, so I share it here with you.
[i:1nlgysbo]Ways of parental control in XP for your kids online[/i:1nlgysbo]
[quote:1nlgysbo]1, Content Advisor
The Content Advisor in Internet Explorer is one way to protect your family's online safety. That is if you use Internet Explorer to go on the internet of course. Most other browsers offer their own mechanism to deal with internet safety.

The following steps will enable the content advisor in Internet Explorer.

-- Click on the "Tools" menu and select "Internet Options"
-- In the Internet Options dialog, click on the "Content" tab and then click the "Enable" button. This opens up the Content Advisor properties window. In this window, click each category and use the slider to set the desired level.
-- You will also notice the "Approved Sites" tab. It allows you to add sites manually and specify if you want the site to be always blocked or always allowed.
-- The "General" tab lets you specify if websites without rating system should be blocked or not. You can also set a supervisor password and find rating systems in the "General" tab. Choose a secure password, write it down and store it in a safe place.
-- You will need this password whenever someone needs access to restricted content and whenever you need to change or disable the Content Advisor.

2, Hosts Filte
In addition to the Content Advisor in Internet Explorer you can also set parental controls in Windows XP by modifying the the windows hosts file. It is located in the C:WINDOWSSYSTEM32DRIVERSETC directory.

To view the contents of this file, browse to the location of the file and double click on it. You will be asked whether you want to search the internet for a program to open the file or if you wish to choose from a list. Choose the list option and open the file with Notepad. You can now view all of the websites that are being blocked.

To manually block a site, go to the bottom of the file and on a new line type