Please, a step by step to BLOCK specific url with smartfirewall

Please, could someone do a step by step walkthrough of what I need to do, to add two specific url's to the smart firewall in order to BLOCK them? I get to a certain point and I get a message that says something to the effect that my choice will overide all rules or something. Sounds scary. I do not want to disrupt any other part of my firewall rules. I simply want to know how to block specific url's. Walk me through it, please! Thank you so much.