Control internet usage for browsers besides IE

I have seen solutions described for controlling internet access for IE using proxy settings and group policy. I have also read tidbits about limiting by site or stopping an individual MAC address from accessing the internet. However, I can’t find information that would allow one to control internet access via a third party browser such as Firefox. Are there permissions or controls one can use in Small Business Server 2003 to control access to the internet regardless of the browser being employed?