You want them to recognize when predators try to create a chat session with them, how their presence on the Internet is perceived by others, and some basic eye opening about the wide variety of behaviors people get into once they are adults (and mid teens). For my daughters we started talking about this around the dinner table when they were about 10.
Also it depends on how old are the kids. Maybe they're already old enough to know what they are watching.
If your not on a mac your going to want more than openDNS, more along the lines of a full fledged proxy.
Take the first few opportunities to educate and let them go figure things out for themselves. You will both be happier with the approach... If you create limits they are going to figure out how to get around them (friends, starubucks, neighbors wifi).
