Blocking Sites?

So, I am having a bit of a problem with someone using my computer to surf web sites that I really don't want on it. I tried using this but it didn't really work. You can still type in the link and get to them just fine. I was hoping someone who's a little more savvy with IE could help me out? XD I have been using Firefox for a while now. :p Thanks so much! :)

Id search download.com for internet blocking software. A lot of it is free :D and I know how to configure the stuff for the most part. I should come over there and set it up for you...if I wasnt working stupid swing shift :p

I'll check out some options too for ya :D