Smart firewall has no effect on "Internet connection sharing" !! how to block websites?

Hi, 

I have a main computer who is sharing its internet connection with another computer via Windows' "Internet connection sharing".

I have added a rule on the main computer to block a certain web sites. 

But it blocks on the main computer , but not on the remote computer !

I also have NIS installed on the remote, but I don't want to add each firewall rule twice.