In my opinion there is no reason that all internet traffic should go through the DS. Most routers have some features of handling log files and stop access to certain places on the internet, and all traffic runs though the router anyway.
If it's a big issuer get a router like Zyxel ZyWall, cost some what more but there you can really set roules for internet browsing.
I my self used Soft for you, and installed it on my sons computer (http://www.softforyou.com/
) for some period of time.