Group Policy for Restricting users to open only one site.

Hello,
I have to restrict my users to open only one web site
by using Group Policy. he should not access any other
site. can any one help me in this aspect.
During confuration we have to consider one more
thing. users are running Paris(software) which opens the
internet explorer with local site provide in the server.
the group policy should not restrict the user to open that
local site from application.
I removed the addressbar from internet explorer and
disable the costomize toolbars option.i set the site as
home page and restrict the user to chage the internet
options.set the security and content settings. now the
problem is it is not opening the local site from
application. it is displaying "you are not authorize to
view this". even i added that site in the content and set
it as always viewable but again the same problem.
Can any one please show me the conclusion to solve
this or an easy way other than proxy server if any. sorry
for long description.
eagarly waiting for solutions.

Thanks in Advance,
Vamsi.