How to block workgroup computers to get access to the domain computers

Hi all,
I am using domain based network in my office. my problem is users are accessing internet by adding proxy server settings in their own laptops. i have used AD authentication to set proxy settings to some users for accessing internet, and also blocking access to the internet option from the internet browser, so that nobdy can access internet from the domain except allowed persons. So i want to know is there any AD based authentication to block access to the workgroup computers? I am using wingate to share internet connection.