First check of the Content advisor options in IE (you didn't tell which version, in IE8 they are in the Content tab of the Internet options) are sufficient. See for an introduction.

If not, find a Parental Control program (even if it isn't your child you want to restrict, but some other user) that suits you. I think it comes with some Internet Security Suites (like Norton, and others), but there are also stand-alone programs. is a good starting point