A helpful report for tracking down spyware infections is the "spyware by host" report. You can see who accessed which spyware hosting site and when. Also note that, in another tab, I'm able to bypass content filtering and browse an archived version of a well-known pornography site.
ContentWatch's ContentProtect offers everything except a firewall in an easy-to-manage appliance, with very good content filtering, traffic shaping and anti-malware features.