Hi, is there any way to block all proxy sites from my domain?
We have a LAN comprising of 40 computers with internet access.
I need to have some method to block my LAN members from accessing certain sites. I can't block it by protocol as it also blocks many wanted sites.

Are there any free services or 3rd party software other than OpenDNS that I can use? OpenDNS too slow for me these days
It is my responsibility to block these sites. Any ideas?

LAN info:
Server : Windows Server 2008
Client OS : Windows XP,Vista

P.S. No hardware firewall, just Linksys Router AG241V2.