The Internet is a great resource, but in a business environment, for security purposes it’s often desirable or necessary to control the communications that users engage in with sites on the Internet. This applies to both client computers and servers on your network. I recently stumbled across this very detailed document on the TechNet site that has a wealth of information about limiting, controlling or preventing Internet communications with Windows 7 and Windows Server 2008 R2 systems. Check it out here:
http://technet.microsoft.com/en-us/library/ee126105(WS.10).aspx