Do net nannys actually work?  

having just spent an hour surfing the net with my 4 y/o looking for pictures of things she wanted from santa like staffys, bob the builder, fifi, dora etc, i was miffed to find that even tho i have an active net nanny and all the search set to filter out any adult content we still found a few hardcore xxx pictures and sites thrown into the list we was browsing through from such innocent searches. whilst i am able to quickly scroll down the page or click next page of pictures, or just not click the link on web page searches, its left me wondering a little about what children might actually see while were not looking, and also if the net nannys are actually doing the job that we want them too.
when my step daughter comes down to visit and she uses my pc i know i watch like a hawk just to make sure she isnt going onto anything she shouldnt, and my 4 y/o obviously cant use it without my help, but what about when we arent watching as we cant watch every second they use the net.
whats your view on net nannys and does anyone know of a foolproof net nanny