Not really practical to manage a list of domains or IPs yourself, but the idea of using an opt-in filter on your DNS could offer a simple filter.

You'd need to make configuring such things a little easier. Under Vista just trying to conjure up the IPv4 control panel requires an act of magic.

Well you can use a filter and manually add sites to that. I did use OpenDNS a long time ago and it was pretty easy to filter the most common stuff.