By choosing a level of protection given by Connect Safe, you are choosing to accept someone's decisions on censorship. If you are not happy with the choices made, you are free to choose another product that suits your needs.
Which level of protection have you chosen? If you have any level that covers pornography, Torrent sites may be blocked as many and/or all of them offer adult content.
If you are looking for parental control, you could just use the basic level of protection and use a program such as the Norton Family features of the Norton products.