I am trying to write a proxy that will only proxy a preset list of URLs (for my kids).

First off, let me just say that I am not a big fan of using technology to solve "discipline issues." Having said that let me move on. I think that I do understand your motivation even if I don't 100% agree with it.

I would be more inclined to use either an Apache web server as a proxy, Privoxy, or some other "out of the box" solution rather than rolling my own. You could create a logic tree with the proxy that says "allow these sites, but drop requests elsewhere. "

An anecdote: a major telecommunications firm that I used to work for asked that I put up a proxy filter for employees wanting to surf the internet from work based on keywords. A long story short, that was all well and good (not really) until the American Cancer Society ran a special program about women's health. You guessed it, when they tried to go there the filter blocked them since the site had the word "breast" in it and that was on the exclusion list at the orders of the Executive Committe :-D