It's not the best method, but you can URL filtering rules via the modem settings configuration page.
What's the make and model of the modem that you're using? The login should be labelled on the sticker on the back/rear of the modem.
The screenshot below is taken from the Sagemcom F@st 5366TN GUI.
It's the parental control settings page which can be found under, "Network Settings."
Otherwise, your best bet is third party Parental Control Software.