Client machine URL whitelisting software?

I'm in urgent need of a good piece of software that will run on the local machine (not via a proxy server) and provides URL white listing, it needs to be Win32 only and idiot friendly.

I need to be able to specify only the domains that the user is allowed to access.

Anyone know of one?

CONTROL PANEL>INTERNET SETTINGS? I'm sure there's filtering in there.

not the right sort of filtering unfortunately, but I found one that will do. Thanks :)

(IELock was it's name for those looking for this in the future)