Bill:
When I had my DSL at home, I used a product from BSafeOnline. 60 bucks a year, firewall, filtering with AI, and nearly invisible. The only time you knew it was there was when some popup got filtered, and it let you know. http://www.bsafehome.com/

It filters the stuff at their computers, netnanny and the others only block once it's in your computer.

I have had very little problem with this provider.

TW