How to restrict Internet usage in office?

Here is the solution:

You can restrict users in office to use Internet explorer for browsing...

To block using Internet Explorer ...

Go to Internet options > connection > local settings> enable proxy to any no. for e.g. 127.0.0.1

Then....

Click "Start" > "Run" then type:

gpedit.msc

Click Computer Configuration > Administrative Templates > Windows Components > Internet Explorer > Internet Control Panel > Disable the Connections page, and click Enabled, click Apply then OK.

This is easily reversible.