Whats also effective, is if you can get a file onto every computer that needs to be filtered
Check out the HOSTS file, and as long as you set the correct permissions to it, noone can screw with it.
Win2k and above have it in WINDOWS (or WINNT)\system32\drivers\etc\
Just make sure that all normal users can only read it, and not change it.
This file also works well for blocking ads