I understand parental concerns, but I don't want "auto alerts". I'm an adult, and I want to be able to see what the "top songs" and "top videos" are without an alert being thrown in my face about it. If the Zune team wants to add more partental controls* that a parent can turn on if he/she wishes to, then that's fine, but don't inconvenience the rest of us that don't need to be shielded from what the top videos actually are.
* The Zune desktop client already does have some protections. I don't know the extent of it, but if you subscribe to a channel and receive an "Explicit" song as a result, you can't play the song unless you are signed in. If you try to play the song while not signed in, you get an alert: "Must sign in to Zune with your Windows Live ID to play explicit songs" or some such. Which I find to be a pain already, but I've accepted it (no choice in the matter). But I don't think adults should be involuntarily "protected" from song titles while browsing the zune marketplace.