If you want it to do directly on terminal server, You can edit hosts file with notepad which is in c:\Windows\System32\drivers\etc\, and add additional information like my example:
Mohammed KhawajaConnect With a MentorManager - Infrastructure: Information TechnologyCommented:
Best way to handle this is to use a Proxy Server and then you could create different rules. Editing hosts file needs to be performed on each individual host server and can be an administrative nightmare if maintaining a large farm.
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127.0.0.1 hotmail.com
127.0.0.1 gmail.com
127.0.0.1 facebook.com
# symbol in front of the lines means it is being ignored and treated like a comment
in this case You redirect all listed addresses to the server itself, so the webpages won't be opened by all users in terminal server