Password authorization for Internet

I work in a plant environment where some users are allowed Internet access while others have Intranet only. Apparently a user (or users) has learned how to grant Internet access by comparing both types of machines. Is there some software which canwork in conjunction with Internet Explorer where the user must have a valid password to run the program? I've thought about using the IE content advisor password, but this would mean I would have to keep a listing of the passwords and there is the potential that the valid user may change it. If they forget it and failed to share it with me, I understand that I have to call Microsoft in order to fix it. I've also thought about renaming the IE executable and allowing a homegrown password program to call it when a valid password is entered, but I have not pursued this yet. Any suggestions? Thanks!