IMPORTANT: All these steps need to be applied to each user separately or with Group Policy settings
Right click on Start on your desktop and select Control Panel.
In the Control Panel window, change View by to Large icons and select Internet Options.
Go to Connections tab and then click on the LAN settings button.
Under Proxy server, check the box next to Use a proxy server for your LAN. Enter 127.0.0.1 in the field and set the Port to 80. Then, click on the Advance button next to it.
Go to the Exceptions section under Do not use proxy server for addresses beginning with, and add the websites that you want to access. Here we added YouTube and Google so that we can access only these websites. Type www.youtube.com and youtube.com (without the www). Similarly write www.Google.com and Google.com (without the www). Separate the web addresses with a semi colon as shown below. Click OK to save and exit.
You can now access only those websites that you set under Exceptions and not the rest. You will not be able to use any other websites except Google.com and YouTube as shown above.
This will allow you to apply what we did above to all the users in your Group Policy.
How to disable proxy server settings for the users:
Within Group Policy let’s navigate to User Configuration -> Policies -> Administrative Templates -> Windows Components -> Internet Explorer set the following.
• Disable Changing Automatic Configuration Settings: Set to Enabled
• Prevent Changing Proxy Settings: Set to Enabled
On a computer with Group Policy applied, all the users within the Group Policy can now only access the specified website.