How to Block certain websites on my Mac.

I use the free "privoxy" program as a proxy...it sits between my browser and the internet and can be configured to block various URLs. OTOH, it's easy to circumvent: a user could tell the browser to connect directly instead of via proxy or use a different browser. A stricter filter would be to use the built-in "ipfw" firewall (for which one can use the shareware BrickHouse as a GUI) to disallow contacting certain servers...this occurs at a more fundamental level of the network connection and can only be changed by an admin user, so the user or browser configs can't avoid it.

privoxy configurations are accessed by a web page. I already mentioned BrickHouse (which is now called "Flying Buttress") for ipfw.