You can try
This.. It's called 602LAN Suite.. Download.com says it's "Free" ...
Providers use a transparant proxy-server to block out sites
You can also try:
Parental Filter 0.2
The Family Browser --> I guess this is some integration for Internet Explorer.. Don't know for sure..
I've used "CCProxy" in the past, you can filter by words, wildcards and sites... You can make your own "Site blocked" page... It worked like a charm..
You can download CCproxy
Here
It isn't free though..