How is that done?
(mark for later)
For Windows, I'm not as familiar with a good program (perhaps someone can recommend one), so I'll include a lot of info that I've gathered through searching on Google (and you can do the same thing, too...). But, you don't need a specialized program, because you can do it yourself, although it would be nice to have a ready-made list for blocked sites, too (the next to the last link has a ready-made list of blocked sites).
A Wikipedia article about the Hosts file
Microsoft Support Pages...
Some general articles about it...