Windows has a lot of built in parental control stuff since Vista. If you're on Windows 7 preferably it'd be the best.
Setup your kid with a limited account, and you can add blocked sites through the Internet Properties under Control Panel.
You could also set the machine with a static internal IP, and block the sites on the network level for that IP (or even MAC address so it can't be bypasssed), depending on what router you have (if it has the option to do this).