I haven't had any CCleaner experience yet (actually came for a look to see what others thought of it first).
But I have recently installed
K9 Web Protection as an internet filter. I have 2 small kids (7 & 5) plus there's rubbish out there that I don't want to be looking at - & my wife is happy knowing that I'm not getting tempted either (by anyone other than her that is

).
K9 seems quite good, is free for home use & has lots of options on what you can allow / block including all the porn stuff, but also things like social networking, online shopping, online games can be controlled - by you & not the kids!
By default it's fairly restrictive & you'd probably need to use it for a while & use the "custom" setting to adjust what it will allow through - for example Youtube was pretty much blocked, but we enabled it so you can search & watch most, but it still catches videos in the "mature/adult" category.
You can also enable specific sites - eg in the "social networking" category, you could set facebook as an allowed site, but block the others which would inclue my space, bebo etc. I've been surprised a couple of times when I've clicked what I thought was an innocent link it's popped up saying that site was "suspicious" & was in the hacking category or something similar. It also has categories for phishing, spyware source, peer-2-peer (file sharing), proxy avoidance (anonymous surfing) & lots of others.
Oh & you can also set times when internet access is totally blocked - overnight, or even right down to specific half hour blocks on each day through the week.
Of course the best option, but not always possible, is old fashioned supervision - if at all possible have the computer in a public part of the house rather than say the kids bedroom...
Hope that helps,
Hez.