Directly from your IE6 Help files.............
Search for: "Content Advisor"
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To specify Web sites that others can always or never see
In Control Panel, open Internet Options.
On the Content tab, under Content Advisor, click Enable.
If you've already enabled Content Advisor, click
Settings, and then type the supervisor password.
Click the Approved Sites tab, type the Internet address
(URL) of a Web site, and then choose whether you want
others to always or never have access to this site.
Repeat this process for each Web site that you want to
set access for.