There are few effective ways how to protect yourself and your kids from dangerous and vicious sites.
1. Use registry file IE-ADS.REG. This file adds a long list of known advertisers, marketers, and crapware pushers to the Restricted sites zone of Internet Explorer. This will protect you from pop-ups, scripts and other dirty tricks.
2. Install SpywareBlaster, SpyGuard or Spybot Search Destroy. This software will block ActiveX. ActiveX is technology developed by Microsoft for sharing information among different applications. It can be used against you or to infect your computer.
3. Learn to use Mozilla, FireFox or Opera web browser. These browsers are much more secure and faster that Internet Explorer.
4. Use a 3rd party firewall: Sygate, ZoneAlarm, Agnitum Outpost, Kerio or other.
5. Keep all anti-virus, adware and spyware fighter and firewall software up to date. Also don't forget to download all latest updates for your Windows.
You can block unwanted sites by yourself too. Open Internet Explorer and select Tools -> Internet Options. Select "Privacy", click "Edit":
Write in URL and click "Block":
Window should look like this:
It's done. Click OK and surf safer.