Well, it seems like you're a Windows person, but are pretty well versed with technology. Have you thought about setting up a linux box as a proxy? There are plenty of software out there that do this sort of thing (iptables is the one that comes to mind now), and most modern distributions have GUI interfaces, so are pretty easy to learn. If firewall/proxy is on a separate machine, it'd be harder to get past.

In reply to Re^3: Can I use Http::Proxy to intercept and deny URLs? by bowei_99
in thread Can I use Http::Proxy to intercept and deny URLs? by slloyd

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