You may find some firefox extensions with parental controls on them, i'm sure i've set one up before...
ah Glubble is what i used before:
https://addons.mozilla.org/en-US/firefox/addon/5881
But it kinda takes over firefox, which may be a good thing.
A few others that look good are:
https://addons.mozilla.org/en-US/firefox/addon/3145
Blocksite
and
https://addons.mozilla.org/en-US/firefox/addon/4351
FoxFilter...
I think with these it would be adviseable to block all files with a .zip/exe/dll/etc[probably anything other than html/shtml/htm...] extension and so on... then your kids cant download anything that can harm your pc
Cheers,
Jamey