My kids really like the Agent Emes DVDs. We also have YBC Live 1, 2, and 3 (at my son’s insistence!).
We also use Norton Safety Minder which allows you to set what times they are allowed to use the computer and what they can/can’t see. I can block whole categories but add specific websites they’re allowed on. (Agent-emes.com, chabadkids.org, Webkinz)