Hi,
Redness is right: you can do that either directly with squid and acl tag (and url_regex acl type) or with an addon to squid called
squidguard ...
Use the first solution if you know exactly the sites you wanna block (and if they are not too numerous), use the second solution if you want to block a category of sites (e.g. porn sites, webmail sites...) cause squidguard provides periodically a blacklist...
Oliv'