If you're trying to block specific ones, you could block them at the router if you're using a router. You can also block them by giving them dummy entries in the C:\Windows\System32\Drivers\Etc\HOSTS file... for each site, add its domain name and a dummy IP address, such as
xxxsitename.com 127.0.0.1
nextxxxsitename.com 127.0.0.1
This won't thwart any kid with average Internet skills, I don't think, so you may need to take the classic approach: supervise all computer usage, and take the modem's power brick with you when you go somewhere.