I don't know you or your daughter, or anything about your relationship with her, but I can tell you from my experience at home and with other friend's experiences, we haven't found any substitute for honest, open communication and active personal involvement with our kids.
I don't mean to imply that you don't have that kind of relationship with your daughter; only that in my opinion, some of the controls and monitoring software you seem to be looking for can and will be viewed by a lot of teenagers as a lack of trust and respect for their privacy and may result in even more rebellion. Just something to think about.
I don't use Net Nanny, so I can't help you there, but some of your issues regarding net useage and maintenance can be dealt with by installing, using, and tweaking if necessary, a good firewall, AntiVirus software, and a Spyware checker. All good ones can be set to run automatically with scheduling options to run at startup or other times when the computer would normally be idle. Most can even be sent to do automatic updating to keep them current.
You can setup her computer with yourself as administrator with a password, and give her a user account to limit her ability to change or disable the protections if you want. With Desktop X, it is possible to even lock her out of some functions or areas of the system files and programs if you want. I bring this up because if you do a Google search for "Net Nanny" some of the top hits are for articles about bypassing or disabling Net Nanny using registry edits!
As for tracking her useage, some of the Spyware checkers can be set up to log useage tracks and histories before wiping them. To actually know what she is saying in a chat or messaging program would require some type of key logging software. I understand and sympathize with your frustration, but do you REALLY want to go to that extreme?
Anyway, I do sympathize with you, and wish you luck in improving the situation with your daughter. If you want to talk further or just need someone to listen, let me know. I use AOL, Yahoo, and ICQ. Good luck.