You'll need to use the "Approved Sites" feature of Internet Explorer which will resrict your users to only the sites you allow. Please follow the instructions below:
• From the IE Tools menu option, select “Internet Options”, then select the “Content” tab.
• From here, select the “Content Advisor/Settings” button, then the “Approved Sites” tab and add the sites you need accessible.
• Go to the “Ratings” tab and Deny all access to rated content (default).
• Select the “General” tab and un-check the “Users can see websites that have no rating” checkbox.
• Press the “OK” button to return the Internet Options dialog, then press the “Enable…” button to enable the site restrictions.