We want to keep our kids safe. It's part of our job description, but there's a difference between protecting our kids and sheltering them. As parents we need to be aware of what is out there (TV, music, movies, books, etc). We can't just hide our heads in the sand. We need to be proactive and plug into resources that help us stay current so we will have a better idea of what our children are dealing with.
If you are keeping your child unaware of all things you deem unacceptable, you are sheltering them. For example, I do not like SpongeBob Squarepants (this is just my opinion and just an example, so no arguments or lectures, please). If I sheltered my daughters, they would not know this show exists, much less why I don't like it and why they are not allowed to watch it. They would not be able to look at anything related to the show. I would have to hide their eyes every time I entered a store. But I try not to shelter my girls. Instead, they know this and other shows exist and why I don't like them and why they are not supposed to watch them. There is some subject matter that my older daughter is not ready to deal with yet. I have explained to her that though her friends watch those shows, that she doesn't need to worry about those topics at this point in her life. I have also told her that it isn't just about the subject matter on the show, but also about making choices. There are other shows and activities (that she can share with her peers) she likes better. This is protecting. I am informed. She is informed, yet protected.
Are all their friends watching or listening to something you don't allow? Why don't you allow it? Can you explain it so your child understands? Can you offer an alternative? When all their friends are doing one thing, and your child must say "My Mommy and Daddy won't let me do that", your child may be teased and called a baby. They may be excluded.
This protective environment is not only evidenced in what shows they watch, but also in the things they do, social skills they have. In a protected environment where a child is not allowed to speak for themselves at appropriate times may be embarrassed in grade school by their undeveloped social skills
Keeping yourself and your child informed will increase their confidence and self-esteem. Your child will be able to deal with why they don't do certain things in the face of their peers. The more confidence your child has, the less you as a parent need to stress about what they are exposed to.
You can't keep your kids so safe, so sheltered that they live in a bubble or under a rock. Otherwise when they are in the real world they 1) won't be able to deal with it and become more withdrawn further stunting their social skills and affecting work and relationships; 2) try everything you told them not to.