“Where have you been” software

I have a client who is finally getting Internet access. But he doesn’t trust all his employees, and heard that there is a piece of software that you can check up on your workstations at the end of the day.
He wants to see what web sites they hit.
I wasn’t aware of any such software, just checking there temp files.
Is there such an app out there that does this? He said his old admin told him about it.