As noted, you can require each child to log in before going online.
However, if the children do use separate accounts, you can set it so that after the first login under a given Windows account, the Net Nanny account stays logged in. Almost every parental control system offers some kind of web content filtering.
The price varies depending on whether you want unlimited email/phone access (.99 per year) or just unlimited email access (.99 per year).
There's also an option to create a custom category, with its own list of included sites.
The advantage of this approach is that you can give different access levels to the children, perhaps blocking for one, warning for another, and allowing for a third.
In the past, you could track your child's activity across a number of social media sites with this feature, but according to the company, Net Nanny Social is not available because it is working on new updates.
This explanation is odd, given that it previously existed and was included with the 10-license Family Pass.
Apps are seldom withdrawn from availability pending an update.