Parental Protection

Hi

I'm trying to set up my LAN to have more parental protection than it
currently does. I've now closed off most ports except for a few which some
of the games my children use require. I'm just implementing a proxy server
to control web browing.

I've a couple of questions.

1) As I am allowing access to cyberspace through certain ports, are there
utilities which could redirect access through these open ports. If so, how
can I, as "the network admin", tell whether they are legitimate packets
going out, i.e. those which originate from the games or those which are just
using the facility of the open port for browsing.

2) Am I better to introduce my own content filtering alongside my proxy
or could I send my traffic to a larger proxy server "out there" which will
do my content filtering for me? If the latter how would I do this?

Thanks for your time

Simon