You can create a group called "Internet users" or something like that in User Manager for Domains. Add the users you want to allow to have internet access.
On your proxy server, in Internet Service Manager, click on the Winsock Proxy, go to the Permissions tab. In the Enable access control list, you need to add the internet group that you have created and remove any other people.
Any person who is trying that access the internet will have a box pop up asking for a password but it won't allow them in.
Have a look in the Microsoft Knowledge Base, it may also be able to help you.
On your proxy server, in Internet Service Manager, click on the Winsock Proxy, go to the Permissions tab. In the Enable access control list, you need to add the internet group that you have created and remove any other people.
Any person who is trying that access the internet will have a box pop up asking for a password but it won't allow them in.
Have a look in the Microsoft Knowledge Base, it may also be able to help you.