Yes, I have created a Computer Usage Policy Form that all employees had to sign, but that still didn't stop night and weekend employees from using the Internet. I would come in on Monday and look at the logs and see all of the different sites people would go to. When management was confronted with the logs, no discipline was put forth. I tried using the Content Advisor that in Internet Explorer, but that didn't stop all sites. So I decided to put a filter on my proxy. I did some research, tried out a few different products, but most were out of the budget that I was alloted for this. I ended with RBA Proxy from Erwin Richards (
www.erwin.ch/rbaproxy.htm) and put it on my proxy server, which is MS Proxy 2.0. RBA Proxy allows you to set different groups and web access for those groups. If in your domain you have Mgmt separated from regular employees, you can allow Mgmt full access while limiting all normal employees to sites you specify. If they try to access a site, it will come back with 'permission denied' screen. Try it out, only works with MS Proxy 2.0 though.
