We use squid and dansguardian at work, so this may not be exactly what your looking for, but I thought someone may find it useful. For global domain blocks like this, a couple of lines in the http_access section of squid.conf does the job for us.
# define an acl named blockedurls
acl blockedurls dstdomain .ru .foo.bar .foo.net
http_access deny blockedurls