Let me just add to the OpenDNS band wagon a little.
First a plug that I use it at home and work and love it.
If you are using a connection that includes a router, (especially wireless) it is well worth learning how to set the DNS servers at the router, that way all the laptops, ipods, wiis and such get the same filtering.
Also if you don't have a static ip, take the time to research and install dynamic ip updating. For example our internet ip address changes each time the dsl wireless modem/ router restarts (power outage, etc.). When this happens since OpenDNS filters content to your ip address based on your personal preferences, it needs to know what the current address is. There is a very small easy to setup and use automatic updater to take care of this for you.