You could use the
content advisor instead. This is a little bit of a more aggressive approach, as it blocks everything within IE by default, and is only unlocked with a password.
I tested it out a bit to be sure, and it works pretty well. Once you enable content advisor, it asks you for password for every site visited, but you can set each site to allow always, allow just once, or never allow. While this is inconvenient at first, it is very strict on what he can access, but won't give you loads of grief when he logs in to his account.
Another option is to use your router to block content during a certain time period during the day, if you know approximately when he's going to be on. This method usually works best when it's someone who has their own computer though, as you can block content to that computer, as opposed to just having to worry about his profile on your main computer (which leads to some of the issues you encountered).