The iPhone 3G has several Parental controls, depending on what carrier you use.
The iPhone 3G itself has the ability to block:
with a pin code, this can be found in...
SETTINGS>GENERAL>RESTRICTIONS>ENABLE RESTRICTIONS and take it from there.
If you scroll down to the bottom of the page you can change many other factors as well.
Please note that if you do block something it will remove the icon from the homepage.
Hope this helps!