the only way to do it without 3rd party software would be to add the domain name to your local hosts file...
Open up c:\windows\system32\drivers\etc\hosts type in the web address you want to block, but a space and then type 127.0.0.1
Save it, and then try and goto that website

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i.e.
hotmail.com 127.0.0.1
cableforum.co.uk127.0.0.1
google.com 127.0.0.1