How to restrict Internet users

Dear all

We r in CRM solutions. Our main problem is all our users r accesing Internet. We want to restrict them. We r using wingate as our proxy server. Our present setup is Wingate is installed in one of our server, then we had given proxy server ip to our users in IE connection tab. Now all the users r accessing net configuring in their IE. I want to restrict in registry level. or any other solutions…! We r not using router. Pls. give solution.