How to Allow or Block a Website or URL by using GPO in Windows Server 2008
Requirements: Windows Server 2003 R2 or above versions (Windows 2008 & Windows Server 2012) Domain Controller
In this Tutorial we will be using Windows Server 2008 server, the procedure that you are about to read will be similar to Windows Server 2003 R2 and Windows Server 2012.
Open up the Group Policy Management Editor and locate the Organizational Unit (OU), expandUser Configuration, expand Windows Settings, expand Internet Explorer then click onSecurity and double click Security Zones and Content Ratings.
On Content Advisor properties, click on Approved Sites tab, in Allow this website you may select Always, to Allow a website then click OK.
or choose Never to block a website then click OK.