MS, in is it's greed, has not only deeply embedded Internet Explorer
in Windows, but made it nearly impossible to easily do what you want.
You can try these:
1. open control panel, add remove programs, and try using
"Set Program Access and Defaults" to disable IE. (look at the custom settings)
2. open MSIE, click Tools, Connections, LAN Settings and check Use a Proxy Server.
In the Address field, put any nonsense name like noaccess.not. Make sure to uncheck
Bypass proxy for local access. Then click Advanced and check the box that says to
use the same server for all protocols. Also, remove anything in the exception box.
3. If possible, try using fake DNS addresses in the IP config. (this could pose
problems if you are using another web browser or directory services)
Note: Someone with Admin access will be able to easily circumvent these lame steps,
unless they are clueless about Windows administration.