There's a hosts file that's maintained with many gambling sites. Install it, and your computer can't access those sites anymore.
I think it's linked in one of LoyceV's first posts merited by Vod. If you can't find it I'll post it when I'm at my computer again.
Yeah, please help me find it, I already went through the first 5 pages on the gambling thread, and blocked every site, but I don't want any new sites popping up just in case I stumble on it again.