Good luck with that. Windows isn't really set up for that sort of thing. If you use a non-IE browser, you can probably set per-user settings as far as a proxy server goes, but you'd likely then face the challenge of preventing the users from simply changing that.
Even the various Unix style operating systems would have difficulty doing this, though at least there you could probably play around with permissions for the network device to kind of cobble something together. On Windows, I suspect you're likely going to be looking at expensive software.
Now, if you don't have control over the individual systems, but do control the network gateway, things get a bit easier. Just make everyone login to use the Internet, and then you can restrict things based on that. Some accounts will allow access to the Internet, others won't. If you don't even have control of the network gateway, then you're pretty much screwed short of physically removing the network cable from the systems you do not want to access the Internet.
Dear All: "How to put restrictions on internet access (not browser access), user wise on Windows XP sp2 and sp3?"
I just want to be able to know how to deny internet access (not browser access) to some users and allow others to be able to have internet and browser access on Windows XP SP2 and SP3
If someone could knidly help me in this regard, I would be a great help...(Thanks! in advance)