Last week Windows Live Family Safety got updated to allow parents to have some control over who their children can have on their contact list within Windows Live Messenger, so long as you are using the current version (which for this to work needs to be 8.5).
To start off with, the parent will have to change the settings for the child within the Family Safety settings area:
The child then gets this when they next sign into Messenger:
As well as a prompt to show them what they can do.
Now, when they want to add a contact to their contact list, they will get a slightly different UI from normal:
This sends the request to the parent for them to approve, which they can do from the Family Safety settings page again:
It is clear that Microsoft is taking child online safety seriously which can only be applauded as it appears none of the major online players are adopting anything similar.
SL