Get eScan Internet Security Suite
It has comprehensive Digital Protection and Parental Control eScan 11 provides enhanced Web Protection and Privacy Protection features, such as User-based Parental Control, Pop-up Filter, and Virtual Keyboard.
Parental Control and Pop-up Filters are customizable features that would help you block offensive content and Pop-ups, respectively. It also includes an advanced Web Phishing Filter that warns you of Phishing Websites and a Virtual Keyboard that protects your system against keyloggers. You can use this keyboard while typing sensitive information, such as banking passwords or credit card numbers.
It has even more features man.
Read
http://www.escanav.com/english/content/products/escan_soho/escan_soho_iss.asp
NB: It's not a free application program.You pay the license which is about 40$/year
Option #2 Use Zentyal 3.0 to run a proxy on your home lan and customise your rules according to what you want & how you want it including traffic shaping etc. Use the community edition it's still free as of now :-)
Option #3 My former employer has released quite an interesting proxy that you can use freely for up to 10Users on your lan. You get this for free but the block list won't be updated for you. Otherwise it's a great option. Try it out.Should you want support then forget and smile on this one unless if u pay. The Zentyal support is found on the community forums but Anubis proxy is paid for or free if you're a cool dude :-) talk to craig at houseofsoz dot com. You should know him the man who sold out the other 1U rack servers to you the other time.
KEY COMPONENTS INCLUDE
Ubuntu 12.04 LTS
Bind9
DHCP Server
IPTABLES
Squid3
SquidGuard
Squid Analysis Report Generator
Webmin
Go to
http://www.anubisproxy.com/