When your child signs in to their Windows Phone with a child's account (with a birth date under 18), they won't be able to download apps or games until you set up My Family on windowsphone.com. You can use My Family to turn kids' Windows Phone Store downloads on or off, set the game ratings you want them to be able to access, and accept the Store Terms of Use on their behalf.
You must have attempted to sign into the windows phone with a child account and been prompted to complete My Family set up before you will see any options for settings on the My Family page.
You also may need to follow a similar process on Xbox's website.
http://tiny.cc/v7h8zw
Again, log in with your ID, go to the above url and it will ask for parents email.