Certain categories such as gambling, drugs usage, smoking, pornography, violence. etc. can be blocked by filters (read about how to do this). However, legitimate business oriented websites are almost impossible to block except individually. Too many and too cumbersome to block.
It's not that hard really. With a program like Websense, almost everything is categorised, and you just ensure that users cannot access anything but the category you want them to access, in this case you create your own category and only allow users to access this domain, which contains your company's website. Or what you can do is use an old computer, stick your website on to that as an Intranet, and then remove the Internet connection from every PC or use a proxy server to access the internet.