Group Policy - Restrict Internet Access by OU?

I have a SBS 2003 and multiple users. I've split some of these users off into
their own OU so that I can create a new Group Policy for them which is
different than the standard. I also would like to restrict this group's
internet access. Easy enough, as I could restrict access to the whole
ieexplore.exe program. BUT - I want them to be able to access our Intranet
ONLY, and nothing else on the Internet.
I can't work out a way to do this and have been unsuccessful in my efforts
up until now. For instance, if I tick the connection settings as
"Automatically detect", their machines are able to go on the internet as
normal. Is it possible to do what I am trying to do? The SBS 2003 server is
directly connected to the internet, so all machines just have their
"Automatically detect" option ticked to route through onto the internet.
.

Relevant Pages

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