I know this is an older thread but it seems that it is still a very real problem. Here is our solution - thanks to my wonderful husband who figured it out:
1) Turn off parental controls, then log in to Netflix, so that the cookie is stored, etc.
2) Turn parental controls back on.
3) Try to go to: http://movies.netflix.com/WiHome
4) You may need to add it as an "allowed" site at the domain level - netflix.com
We had an add'l problem related to Silverlight. It was not installed, which was another error we were getting, but it didn't tell us that. My husband works in IT and was able to analyze the errors and realize what the fix was. So make sure that:
1) Silverlight must be installed
2) Silverlight must not be restricted for your child.
I hope this helps!