vista parental control

I have just bought a new computer with Windows Vista Premium. When I swith on the parental control, my children have no access to the internet, even when I choose the setting to "allow all" websites. For them to gain access, I have to switch the parental control off completely. They can use MSN though. Any ideas?

 

Bump. Can anyone help this poster?

 

Before you get started, make sure that each child that you want to set up Parental Controls for has a standard user account because Parental Controls can only be applied to standard user accounts. To set up Parental Controls for your child, you'll need an Administrator user account. Parental Controls cannot be applied to an Administrator user account. For more information about user accounts and setting them up, see What is a user account?
Info here read carefully and follow instructions
http://windowshelp.microsoft.com/Windows/en-US/Help/585539d0-0862-41e4-9b39-53467648efc51033.mspx

 

Thanks for your help, but I don't have any problem in turning on the parental control. The problem is that whatever security rating I set, even if I set the internet access to "allow all" the children can't access the internet at all. Tha only way for them to connect is if I turn off the parental control completely, which means I cannot control their log on times.