To block the website

Internet Explorer version 5 and later offer the ability for heighten security and privacy. You can block a site by following the directions below:

1. Load your Internet explorer
2. Click Tools
3. Click Internet Options
4. Click the Privacy tab
5. Under the Privacy window, Click Sites
6. Type in the site address that you want to Block and Click OK.

Note that you need to type in all forms of of a site

And also look this link

http://www.rakshitk.com/blog/2008/05/18/how-to-block-websites-without-using-any-software/[^]

Thanks
SP