My place of employment uses Websense.
It’s filters stuff pretty well. But http://www.optoutday.com/ passes the Websense filter.
If someone get turned on by those photos, they are beyond help.
The IT people for any particular company can change the filtering parameters for websense (and the verbiage you cite sounds like the verbiage they use in denying access). I suspect they also get updates from websense’s central command which adds any new sites to the filtering list.
Most likely, Wachovia/WF updated their filtering list sooner than the other two posters here since this site has likely only been up for a few days. I do know if the website had any examples of nude body scans, that would have likely set off some filtering triggers.