I don't think you can do that with just Exchange. Most proxy server software will allow that. Microsoft Small Business Server 2000 also has that capacity
http://www.oaklea.com/SmallBusinessServer2000.pdf
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Description
"net-alyzer is a sophisticated management tool that analyzes and integrates information on both Email and Internet activity. net-alyzer provides the information with which organizations can decide what is excessive or inappropriate Internet use, giving them an opportunity to establish acceptable boundaries of Internet activity. It is not a restricting tool that blocks web sites indiscriminately. It is a tool that encourages productive use of Email and the Internet. With net-alyzer in place, a company andits employees can safely benefit from the huge business advantages that the Internet offers."
Note: This demo version limits you to 10-imports a day for 10-days. Full version cost is $827.
http://asia.cnet.com/downloads/pc/swinfo/0,39000587,38005817s,00.htm
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Description
"GateMonitor is a networking utility used to monitor employee Internet usage and Email activity. This log reporting tool is preconfigured for use with WinGate and MDaemon, presenting itself in an unlimited amount of unified reports of Web and Email activity."
Note: This is a 30-day trial. Registration costs $39.95.
http://asia.cnet.com/downloads/pc/swinfo/0,39000587,38007706s,00.htm
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http://ourworld.compuserve.com/homepages/esmsoftware/sspy.htm
http://www.calport.com/connectivity/audit_monitor_internet_usage.htm
http://www.internet-blocking.net/monitor_internet_usage.htm
http://www.fatline.com/fasttracker/index.shtml
http://www.surfreport.com/ProxyReport/
http://www.surfcontrol.com/news/awards/content/12_00_1999_sc.html
http://www.internet-monitor.com/tiparchive.html
(REMOVE SPACES from the pasted URLs.)
Maxwell