How do I block URLs by user in Windows?

First of all, I'm not ruling out the possibility of purchasing a proxy appliance if that's the best solution but I would like to figure out if there's any way to block certain users from some websites.

I'm using Active Directory already so I'm thinking I'd have one or more groups. Members of each group would have a list of blocked URLs. That way they'd be blocked regardless of which computer they were using and I could maintain a separate list for each group. Is this even possible?
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Russ SuterSenior Software DeveloperAsked:
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Russ SuterSenior Software DeveloperAuthor Commented:
That seems fine for Internet Explorer but most users on my network use Chrome.
NVITEnd-user supportCommented:
The solution by awawada is unreliable (per site user comments) and can be bypassed by users. The best is either as you noted via proxy server, or firewall with URL filtering option. https://social.technet.microsoft.com/Forums/windowsserver/en-US/f55c1100-ba9a-413a-bdfa-7d6ed08931e4/how-to-block-websites-in-windows-server-domain-through-gpo?forum=winserverGP

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awawadaCommented:
NVITEnd-user supportCommented:
Editing the host files can work. However, part of the question is...
Members of each group would have a list of blocked URLs. That way they'd be blocked regardless of which computer they were using...
Doesn't the host file apply at the computer level? If so, need to account for that.
awawadaCommented:
@NewVillageIT

I know GPO's can be bypassed. But you will need some IT knowledge to do that. You can put a warning message and nobody will try that...

Hope you also know that a proxy Server and firewall with URL filtering can be bypassed? What is not possible today???

@Russ Suter

I only know these both free methods. If you use Chrome, I would also go with a proxy server or a firewall with URL filtering options.
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