Limiting browsing in IE

I am limiting my users to browse only hotmail and yahoo e-mails. What I did was enable content advisor in IE5 and allowed only these sites to be viewed. But whenever they checked their e-mails and other sub-pages within yahoo or even new messages italways asked for the content advisor password. What I do is I choose the first option which is “Always allow this site to be viewed.” But still they would be needing the content advisor password to open new messages. How can I go about with this one?

Thanks!