I'm still having no success with this using either the hosts file or the options in Content Advisor.

The only progress I seem to have made is that I get a "no entry" icon at the bottom right of Internet Explorer when I go to a site I've attempted to block. It still lets me go to the site though.

Any more thoughts on why this could be? Like I said before, this is my PC at work so it connects to the Internet through a LAN and firewall.

The previous suggestion about using willpower instead of technology is a good one - I'm also working on this approach