group policy

I have windows 2003 with domain controller
Also I use roaming profile in my company
I have many organizational unite in my group policy

I am looking for a way to have only user in some organizational unite to have an internet access
I am tried to use proxy configuration and it working done
But there is some computer use other browser like firefox and when an unauthorized user connected to this computer they can access the internet
So I don’t see how Group Policy could help. Any ideas?”