Although Squid is an extremely popular and useful package, there are some issues you should consider. First, Squid ACLs take precedence over any rules defined on the interfaces to which Squid binds. For example, assume that we have a rule for LAN to block access to a certain website. We subsequently install Squid and configure it to bind to LAN without configuring any of the ACLs (including the blacklist). Access to the site is not blocked by Squid. Once Squid is enabled, access  to the blocked website will be possible, even though there is a firewall rule blocking the site.

The solution, of course, is to navigate to Services | Squid Proxy Server, then click on the ACL tab, and add the website to the Blacklist list box. The Blacklist list box also accepts regular expressions, so if you want to specify a wildcard, you could do that as well. Since Squid makes it easier to block multiple websites, this should not be a problem. But if all you want to do is block a few websites, you might find that using firewall rules is the better solution, as it doesn't require the overhead of running a proxy server. You could even block multiple websites using aliases, and block them on multiple interfaces using floating rules.