From iTunes Help:

>Restricting access to explicit content in the iTunes Store
You can restrict access to explicit content in the iTunes Store so that others who use your computer can't preview or buy:
Items with a Parental Advisory Label (from the Recording Industry Association of America)
Movies that don't have a specific rating (from the Motion Picture Association of America)
TV shows that don't have a specific rating (from TV Parental Guidelines Monitoring Board)
To change access settings, you must be an administrator of your computer.
To restrict access in the iTunes Store:
Choose iTunes > Preferences, and then click Parental.
If necessary, click the lock and type your administrator password.
Select one or more of the checkboxes in the iTunes Store section (if necessary, choose a different country from the pop-up menu).
Click the lock.
Make sure you protect your password. Anyone who knows an administrator password for your computer can change parental settings.<

That said, there's obviously a lot of places besides iTunes where he can get explicit material and no way to control that besides garden-variety supervision.