I don;t know of any desktop based software off hand, I always use firewalls and or proxies.
I would probably suggest a proxy server or firewall. There are some open source (free) proxies and firewalls that would work with no way for the end user to bypass them. Pfsense with squid setup as a transparent proxy would be one suggestion. You could also look into using openDNS. There are quite a few ways that I block traffic on networks, none are by end user software (software on their personal desktop).
You could build the cheapest atom box to run pfsens or linux and then setup a transparent proxy or use openDNS. Even an old reliable computer running a single core pentium cpu would be enough for a firewall. The only requirement would be adding a second ethernet port if the computer only has 1.
Pfsense has many addons and you could also monitor network traffic by ips including your private ips and the public ips accessed by each private ip. You could also buy a cheap linksys router and make use of Tomato firmware which will allow you to monitor traffic in similar ways.
Edited by zingo156, 18 October 2014 - 10:09 AM.