Quite possible the best way to get control over their Internet activity is to install a hardware appliance such as the Sonicwall TZ100. These security devices connect between the Internet gateway and the PC, and are platform independent. I am not affiliated with Sonicwall, but I do use it at a high school where I am the tech coordinator with great success. I know money is tight everywhere, but for $339 at this web site, you will not only have an Internet content filtering service, but antivirus, anti-spyware, and Intrusion Prevention for all of the computers. I recommend the TotalSecure 100.
P.S. Ubuntu 11.10 is the Oneiric Ocelot. You might want to clarify that for other answers.