Btw, I will add one more thing on top of what @MikeB said. I know this has come up few times before, so figured would mention it. Some folks had said they whitelist all the needed sites, but they still get blocked. I spent, cant even count, how many hours with TAC and different customers troubleshooting this and I found way it works all the time, never let me down. So, here is what I mean by that.
Say you wish to block everything facebook or youtube, I simply create custom app/site as @MikeB pointed out and add *facebook* and *youtube* and thats it. Otherwise, I can tell you right now, if you try and follow all the examples given in the sk165094, no offense, but you might be on the phone till 3 am or longer lol
Just giving you my honest feedback/experience.
Cheers,
Andy