Not blocking- lots of questions

ok, so I am very confused. I have gone through my settings, blocked all sites I think should be blocked. I turned on the serch filter and still, if I try to search a site that I have marked as it should not be allowed, I get results, I can click on it and it takes me right to the site. For instance, I have all mature content and sex and porn sites blocked. If I google sex- it takes me right to suggestions and I can get right on it. WHat am I doing wrong??????

 

Also, I just recievied an email saying my son tried to access a site he should have, I got it today- 9-1-09 and when I got on the activity page, it was listed on 8-26, I thought I should be notified right away.....

 

And finally, there have been sites I wanted to get onto and the page comes up where you can type a message ....I tried it to see if I would get the message, and I don't get any...... Can anyone help?