I want to block certain websites on this computer. That should be a piece of cake for a firewall.
It is.

While it's not as east as "click to block this", it's not that much harder.
To achieve this we need to
A) Create a zone that lists the web sites you want blocked
B) Set up a single rule the BLOCKS all attempts at accessing the sites in the BLOCK zone
Step by step instructions are as follows;
1. Open CIS
2. Click FIREWALL and select MY NETWORK ZONES
3. Click ADD -> A NEW NETWORK ZONE
4. Give the zone a meaningful name - like BLOCKED
5. The BLOCKED zone will now appear at the bottom of the zone list window
6. Click once on the BLOCKED zone to select it and the click ADD -> A NEW ADDRESS
7. In the NEW ADDRESS window, select A HOST NAME and enter the URL of the website you want blocked
8. Click APPLY. This site is now added to the zone BLOCKED
8a. To add more sites, repeat steps 6, 7 and 8
9. When you are finished adding sites to the zone, click APPLY
At this point we have defined the sites we want blocked. The next step to set up a BLOCK rule that uses this zone.
10. Click FIREWALL -> ADVANCED - NETWORK SECURITY POLICY -> GLOBAL RULES
11. Click ADD
12. Use the following parameters;
Action : BLOCK
Protocol : TCP or UDP
Direction : IN/OUT
Description : BLOCKED WEBSITES
Source Address : ZONE -> Select the ZONE name we defined in step 4
Destination Address : ZONE -> Select the ZONE name we defined in step 4
Source Port : ANY
Destination Port : ANY
13. Click APPLY
14. In the GLOBAL RULES window, click our new rule and use the MOVE UP button to move this new rule to the top of the list
(Global rules are "read" top to bottom, so our rule must be above any other rule that will allow the traffic)
15. Click APPLY
The websites listed in the BLOCKED zone should now be unreachable.
As and when you want to block more sites, simply repeat steps 1, 2, 6 ,7 and 8. As our rule is based on a ZONE, all we need to do is modify the ZONE. The GLOBAL RULE does not require modification once set up..
This blocking action should also be password protected. The simplest thing would be to apply the password to the entire CIS program and all its settings. Once you get into separate passwords for separate sections of the program, it gets cumbersome, both for the user (to remember all those passwords) and for the programmer.
Easy peasy. Click MISCELLANEOUS -> SETTINGS -> PARENTAL CONTROL.
Voila!!
Hope this helps,
Ewen :-)