how to block internet access using Active directory ?

hi
i do not have ISA.
i have Active directory. and 30 users.
i have symantec firewall.
my all internet traffic goes through firewall.

i want to give internet access to some people.
but the user change
tools>internet option> proxy setting >
and put the firewall ip
and start browsing without my permission.

any way to restric all the user.
through active directory.

Regards.