I had the same concern and discovered a couple of things to do, none really free.
The easiest is to join .Mac (U$D 99 a year) and download Norton Parental Control (free to members). I found that it worked well, but seriously slowed down Safari's
performance; by the way the yearly fee is well worth all you get for it.
Another option is Dansguardin, go to:
http://antivirus.about.com/gi/dynamic/offsite.htm?
site=http%3A%2F%2Fdansguardian.org%2F
DansGuardian is free to non-commercial users, and they do have a MAC OS X version. You can visit regularly to download the latest backlist, or subscribe to the updates.
I cannot tell you how the MAC version works because I am running it on an external firewall.
Best of luck.
Good, Fast, Cheap: Pick any two (you can't have all three). RFC - 1925