Many Thanks AdrianH for the test.
Did you installed Family Safety with administrative privileged ?
I Had no problem at all installing or configuring Family Safety with Avast already installed, it just doesn't filter Weird Web pages if Avast Web Module is enabled, and does correctly its work as soon as I disable the Web Module of Avast...
For Logos : YES, I'm using Windows Live Family Safety from Micro$oft. I just translated 'Contrôle Parental' from French to 'Parental Control', which was confusing for anyone, Sorry !
So, if anyone else could have a test on Family Safety web Filtering and Avast, Id' be delighted to hear from you, has I still don't know if it's general or particular to me, but the response from Adrian tends to demonstrate a real incompatibility...