You need to create a web proxy. Look into Websense, Bluecoat or companies with similar solutions.
OR you can edit the windows Host file (%systemroot%\system32\drivers\etc) and include the website or website you wish to block. perform a search on “Windows XP host file” for some specific guidelines.
OR add a rule to the client’s firewall. I would hope that you have already implemented a client firewall in this configuration.