Jithu,
There are a lot of great products out there that can do that kind of
filtering. You can get some control over where people are going with
GPOs, but products like WebSense really do what you are looking for.
Staying just in windows you might consider:
1. Blocking access for groups of users using the Proxy Server GPO (proxy
to 0.0.0.0) and GPO filtering
2. DNS spoofs to redirect lookups for just a couple of sites (Not a true
filter, but works with most users.)
Best Wishes,
Ryan Hanisco
FlagShip Integration Services