Step 1 : Open Internet Explorer and go to the “Tools” menu bar at the top. Navigate to “Internet Options” and click to open these options. Go to the tab named “Content” and in the “Content Advisor” section click on “Enable“.
Step 2 : After you enable the content advisor, go to the “Approved Sites” tab and then write the specific website’s name that you want to block but there should be an asterisk (*) before the name of the website. For example if you want to block yahoo.com, then simply type *.yahoo.com. After you enter the URL just click on Never and then OK.
Step 3 : Go to the “General” tab and check the box which says “Users can see sites that have no rating“. Then click on “Change password” and set your desired password with a hint which will help to recover it if you ever forget your password.
And this is it. Now if you want to check whether you have successfully gone through all the steps, try to open any website that you have blocked (say www.yahoo.com) and it will ask for the password to open the desired page. So no body other than you can access the blocked websites.
*Note : This procedure should work on all versions of IE.