Why do you need to make a program to do this. Just block the IP address of the site in your Firewall. Some firewalls will access a file for a list of IP address to block and you could access that file to write addresses into it with a
VB program but you will need to talk to your Firewall software company on the details of doing this.
Sorry I could not help but there are lots of firewall softwares out there and there is no way of knowing wich one you are using.