Schools block sites and connections through firewalls and router tricks. They use firewalls specifically designed for 'parental control', similar to OpenDNS. These can be susceptible to tunneling sites and proxies. But that is usually where the other router tricks come in. Blocking ports, using ip tables, etc. Make sure you have a strong password on your router so your kid just doesn't guess/figure it out and change things. OpenDNS is a very good option though, so it is worth checking out.