The answer will only SLIGHTLY differ by the operating system you are using.
I'm running Ubuntu on a powerpc :p but in general the same rules apply on windows and mac as well. If these instructions do not work for you then I will adapt this answer for your OS. For now here is the Linux method.
The only way I have found after hours of searching, to do this, is to install privoxy.
Once you install privoxy you need to edit the /etc/privoxy/config file in the following manner:
1) Find where it says
#listen-address localhost:8118
and uncomment this line so that it says
listen-address localhost:8118
2) Add the following lines to the bottom of this config file:
actionsfile blacklist.action
actionsfile whitelist.action
3) Now you need to create these action files in a text editor as root:
a) gksu gedit /etc/privoxy/blacklist.action
and add the following
{ +block }
www.apple.com/itunes
twil.tv/category/video
www.url.com/page
anything you add under the {+block} line will be blocked
b) Respectively you should create the whitelist.action file
gksu gedit /etc/privoxy/whitelist.action
and add the lines
{ -block }
www.google.com
or whatever you find privoxy blocking that you want to protect.
After you have saved the three files you have to restart privoxy:
sudo /etc/init.d/privoxy restart
and you have to make sure that your proxy settings in your browser or in your network configurations are correct, adding localhost as the proxy and 8118 as the port number will be all you need.
The SERIOUS and UNFORTUNATE drawbacks to privoxy is that it is a proxy so all anyone needs to do to stop it working is turn it off, or use a different browser. I am still searching for a way to add privoxy to my router or to somehow run it , not as a proxy, but as my default on port 80, then you could lock down the config files so that no one could change them.
This is the closest you will find to an answer to your problem.
If it doesn't appear to be working at first don't forget to flush your browser's cache because the pages you have blocked may show up from cache even after they have been blocked.
also you might want to turn this off:
make sure that enforce-blocks 1 is set to 1 in the /etc/privoxy/config file
enforce-blocks 1
Otherwise, when the page blocked warning comes up, it will have an option to go to the blocked page anyways despite being blocked and completely make privoxy meaningless.
Best Answer
If you're browsing via a proxy that you control, block whatever URL you don't want to see in the proxy. This may require a zeroth step of installing a web proxy; what software to use would depend on your OS and level of technical expertise. This is completely browser independent (as long as you keep the browser configured to use the proxy, of course). This will not work for https because the proxy only sees encrypted traffic, it doesn't see what URL you request.
You could configure your proxy settings to use a nonexistent proxy for the URLs you don't want to be able to access. For firefox, FoxyProxy is a possibility (I'm sure there are others); it's easy to set up, but it's also easy to work around. A more general method, which works in just about any browser that supports javascript, is to write a proxy autoconfiguration file.