IP Cop http://www.ipcop.org works well for me. I used the addons manager to add Dansguardian. If any A/G church would like to have a copy of our Dansguardian Rules please call me at 217-854-4685.
I use ipcop to protect our computers at our youth center. I also use We-Blocker for my home pc http://weblocker.fameleads.com/. I believe you can still use it for free.