How do i block some URL from server...

Regarding the need to allow / restrict access to specific websites, I thought you might find this TechNet forums thread beneficial as it touches on the way in which to allow specific URLs via Group Policy settings. To do this you could implement Content Ratings for IE by doing the following:

User Config/Windows Settings/IE Maintenance Policy

This is further elaborated on this TechNet library resource.

However, as Daren stated, a Proxy Server is usually the most recommended if there are several sites you want to restrict and a minimal amount you want to allow.

The method of using Group Policy with your end goal in mind is limited to Internet Explorer – and does not extend to other browsers. To counter this, you might be able to use software restriction policies to protect against unauthorized software. (I.E. Other browsers) Or you might want to simply Disable the Windows Installer (again using Group Policy to disable end users from installing applications such as other browsers) all together.

Hope this helps!

Jessica
Windows Outreach Team – IT Pro