Stop window explorer’s access to the internet

I have a Windows XP Pro sp2 computer with 3 users. 2users are administrators and 1 user is a limited user. I have setup a security profile for the limited user but I have not been able to stop the user when he is in Windows Explorer from accessing the Internet. I have stopped the user?s ability to use Internet Explorer. I want them to be able to use Windows Explorer but not have access to the Internet by typing an internet address.

The 2 administrator users I want to have access to the internet so I do not want to block the IP address of the computer.