When attempting to block a particular website (e.g. www.facebook.com) on a Windows XP 64bit Professional SP3 machine there are a number of methodologies that can be employed. Some methods are clearly weak (blocking through Internet explorer) but it is hard to see where some other approches may be better or worse than one another.
Why don't you just use a service from the likes of OpenDNS or Google DNS? They are free and allow you to better control internet access to all kinds of sites.