Content Advisor errors are not related to Net Nanny. Content Advisor is a setting on your Internet Explorer. You will need to disable Content Advisor. To do this, go to the Tools menu in Internet Explorer, then "Internet Options"-> "Content" and hit the "Disable" button and enter your Windows password. If it reads "Enable", you should be fine.

To disable Content Advisor using the hack (no password) visit: http://www.winguides.com/registry/display.php/60/