How to close website path

Hi, I use web proxy and block some webpages with webproxy, but I have users list whitch are not use proxy, so how can I block to them webpage path, form example I need to block games on http://odnoklassniki.ru/game

It’s not possible for everybody to be forced through transparend proxy ?

how to solve it without using proxy? is it possible?

you could also force everybody to use your DNS server, or OpenDNS, and block it there.

Only with firewall would not be nice, it could block some other things too.