depending on what antivirus and personal firewall you have, you could also use the buildin parental control, i use the one from Norton Internet Security, works just fine, i don't know if you have to pay for SafeEyes, but if you already bought a program with it build in you should check and not spend money on something you already have
btw the filters in Internet explorer for such stuff doesn't work, it works with a sort of script build in the source of the website, like the manufacturer (or web master) that makes the site has to put in a code, that says: sexual explicit; violence; etc. for internet explorer to know, but almost NOBODY does this. that filter doesn't work.
There is a way to filter out porn in LW, but you can't LOCK it, your kid can turn off the filter, but you can keep an eye on what he downloads, always check the incomplete folder, sometimes there are canceled downloads that still are there, so you have a cleu what kind of stuff your kid is downloading.
i hope this helped you in some way