See these links to help: Direct instructions to eliminate porn from results & also How to use the Keyword Filter. Also go to LW's menu bar, Tools>Options>Filters>Keywords & make sure Adult content option is disallowed. It would also be worth adding .wmv & .asx & .asf files are added to keywords. Perhaps also .exe & .jpg

Also tell them to stay away from files less than 1 MB (1,000 KB) in size as these tend to be either spam or virii.