Internet Lockdown

I have a need to prevent personal use of the internet where I work. Users need to be able to access a particular list of sites, and no others. What options do I have if I am running Windows 2000 Professional on the workstations, and NT 4.0 with SP6 on our server? I would imagine that the router would come into play as well, and that is a Cisco 1700 series router. Thanks in advance for the input.