NSM is configurable. It can be set to log, log and warn, or log and block. I have it set to log and block.
I am familiar with OpenDNS, but it doesn't have the per-user logging I require.
For now, I am using Avast without the web shield. I'm hoping that I'll eventually be able to use Web Shield, but I think Alwil and Symantec development folk will have to get involved.
I really like Avast, but I need NSM. The thing that I find surprising is they work fine together (including Web Shield) under Vista, but not under XP. Unfortunately, upgrading to Vista is not a possibility considering the age tothe computers.