I have tried other solution and i have manage to find this CWinInetConnection (API). Its an sample from http://www.vbip.com/wininet/wininet_connection_01.asp.

I have tried to use it CWinInetConnection class and to my surprise it manage to make the system go offline but if the user click refresh or connect then it will be back to normal. At least this is a start. Now i need you guys to help to give me some suggestion to how to make this more practical to which it can disable the user from have access to the internet.

Please help. Thanks in advance