Setting up an http proxy

I am currently on a windows 2000 active directory domain with about 50 users. The internet access goes through a linksys router connected to a cable modem. I need to limit what web sites a user can get to based on their group. Management, development, and marketing should have full access to the internet, for example, while order entry people should only be able to get to websites such as UPS and USPS.

What is a good solution, either software or hardware, that will not cost thousands ofdollars?