Filter Web access on XPPro

I have a small business client with 10 PCs connected to one router so they can share a single DSL line. No formal network, no peer-to-peer enabled-users all have their own local unshared printers.

The owner wants me to "lock out" internet access on every desktop (new Dells running XP Pro and IE6) except to one business-related site.

My first response is that he'd have to buy and install the equivalent of 'parental control'-ware for each machine. In other words, using only XP and IE6's native tools, I can create security zones that exclude certain sites, but I can't effect a rule that excludes access to "all but this one site." Right? Is there a irewall/router solution that will do the trick?

Then there's the issue of links in Outlook Express messages. I don't see an obvious way to tell OE to disallow any access to the browser. Am I missing something? Thanks in advance.