I just successfully blocked "forums.comodo.com" by adding it as a host name under "my blocked network zones". Threw in "my.yahoo.com" and it blocked that too. Latest version does seem to support urls as hostnames. Always have to check because I am not sure what the developers have done in the latest upgrade.
BTW, there is a bug report that CFP3 won't log these blocks. But I think it logs OK if you just make them into a network zone called "block", and block and log the zone in network security policy.