Manually blocking specific bad or unwanted websites is not what you cannot use WebAllow for but it is to block all websites when you enabled it. WebAllow is to be use as white listing technique to prevent any unwanted or bad sites to load using Internet Explorer.
With WebAllow installed, you can simply add any URL or domain to allow by entering the complete URL address. It also supports wildcards e.g. by entering *.brighthub.com, you allow any websites sub-domains of brighthub.com or *.blogspot.com means you are allowing any blog by any person with any content to be access using IE browser. You may also create your own whitelist in a text file (using notepad application in Windows) to list all the sites you want to allow access (one line per URL address or wildcard entry). You can save this text file anywhere and use WebAllow application to open to browse and use the whitelisted websites on the text file.
WebAllow lets you password protect the program so nobody can edit the allowed URL address. Another option is to password protect the Uninstall for WebAllow. If ever you forget your passwords, the author will not be able to help because the passwords is not stored anywhere. You might want to try AppRemover in removing such software or request to OPSWAT to add WebAllow in the list of programs to be removed, if password is lost.
Two other options in using WebAllow: to close all instances of IE so any changes you made in the URL address to allow will take effect and to stay WebAllow on top.