Using Block Policies
You can block specific websites by making a rule and selecting the Block website type. You can choose to provide Block Text, which will appear in a pop-up for the user, explaining why they cannot visit the website.
NOTE: For an overview of using Block policies, see the following video: Block web sites from opening in all browsers.
When you include text in the Block Text field, the endpoint will react in all browsers with a pop-up like this one.
NOTE: If you leave the Block Text field empty, default text is automatically provided.