Within internal tools offered by Windows (without use any third party software) you can block access to web sites, deny appications access internet and block ports.
Block access to web sites
With a text editor open hosts file in WindowsSystem32Driversetc and add x lines for each web site you want to block, eg.:
127.0.0.1 sitea.com
127.0.0.1 siteb.net
You can write them without www, the important part is the domain. In this way basically you redirect sitea and siteb to loopback address.
Deny applications to access internet
From Windows XP there is build in firewall. To block programs access to internet go to advanced settings of Windows Firewall.
Select “Outbound rules” and create a new rule.
Leave the radio button to program and go next.
Then choose the path of the executable you want to block and go next, in the next screen leave the radio button on “Block the connection”. In the next step leave checked all the profiles (Domain, Private, Public) and go next, finally give a name to the rule.
Block TCP and UDP ports
Always with Windows Firewall create a new inbound rule. As rule type choose port and go next. Select the port type (TCP or UDP) and specify the local port numbers, next leave checked the radio button “block the connection” and lastly leave checked all the profiles and give a name to the rule.