disallow www Access on Terminal Server

Hi,
We have a terminal Server (windows 2003 Server) To which people can connect to from the internet via vpn. To conserve Bandwidth and since the users already have a local Internet connection, I want to disable all connectivity to the internet from the terminal Server for most users. Only Powerusers who are allowed to administer the Server should be able to access the Internet. I’ve had a look at the Group Policy object editor but cannot find anything which would block internet access. I want the users to be able to use the internet explorer for local purposes only.
Can anyone help me with a solution to that problem?

Thanks.