John,
Firstly there are several different contribs I know of that can help you out:
1. For logging, SARG does an alright job of tracking http requests, but thats all, no ftp/p2p logging, but does log browsing fine.
2. For filtering there are 2 contribs I know of, Dan's Guardian and squidGuard, both of which can be found at contribs.org. I have no experence with DG but have heard great things about it. I personally use squidGuard because it does the job I need it to do, and I have never needed to try DG out.
You should try both DG and squidGuard to see which one you prefer, I think both have an option to enter in manually web sites to allow/block from the database, this I am not too sure with DG but I know you can with squidGuard.
Other than that I dont know of anyway of logging/filtering for SME

Enjoy!
Cyrus Bharda