Web site filtering/safe list (windows 7 IE9)

I have family members who arent very computer savvy but somehow get to the sites they shouldnt have, like to click on links they dont even understand (thus gets infected with viruses etc).
I set up a limited windows 7 account for them, browser of choice is IE9, and I need software where I can make list of safe sites they can visit. all other sites should be blocked until added to that list.
As I said before they arent very computer savvy so I dont need something that is hack proof or anything.

there is microsoft Family Safety in windows live essentials is that any good for this purpose?
is there any alternatives? free or relatively cheap.

There's a nice little app called Qustodio that is free but is a complete parental control app and has features that beat the paid apps hands down. You will be able to block the sites automatically as also watch what they download or install. It also has a reporting feature using which you will be able to view the data for the past 30 days.