[Loz]

If you protect your kids PCs effectively, they will be constantly coming to you to say that this site does work or that programme doesn't work, etc. It is in the nature of kids to download every stupid thing under the sun.
You can either lock up their PCs with an effective anti-virus/firewall solution, and have them complain that nothing is working, or just let them do what they want and re-format their drives every so often.
There doesn't seem to be any third choice, to me, anyway.