Can I save these files without him knowing?

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Ok, here's my deal. I have a "not so nice material" addict in my house. I caught him yesterday with it all over the computer and the television. I am appalled as his 4 year old was running around when this was going on. He tried to delete the history, but ended up, when I looked, just using the "In-private" page. Is there a way that I can access what he is looking at reguardless of the inprivate settings? I tried looking into the temporary internet files, and found more than I needed to. What I want to do is to block it as it comes in. I check the computer several times a week actually, and have tried blocking it as I go. The problem is that the settings I could use, such as facebook games and such all pertain to the adult content that I am blocking for with the regular programs. Those settings make it so I can't play games like mafia and farmville. Can someone please give me some hints. I just bought this in January and have had to restore the computer quite a few times. We have windows vista. I hope this helps you help me. Any help at all will be great. Thanks a bunch.