I am mad. At myself, because I have not been any help at all on this topic and had been steering things in the wrong direction.
The OP is running Windows 7. It is his own computer and he has access to both the modem and the router. And one or more other PCs on the network do not have problem with the web site blocking issue.
Windows 7 does have filters to block a single web site and even a subdomain of that site. Some documents claim it is in the hosts file. That is true, but apparently more is involved. In addition to the built-in filters inside Windows 7 there are a number of third party packages that can accomplish the same thing in such a way that the user has no idea what's going on. This is necessary in a business environment and also for home network owners that was to control content members of the household are viewing.
I am very sorry for the confusion I have thrown into the subject earlier. It did not help one bit. I spent some time looking over the Windows 7 forms and this issue is more widespread than what one would think. Some users complain that they do about how the trend that filtering on, and others complain that they do about how to turn it off. In either case, it appears that the Windows 7 web site filter blocker is somewhat difficult to manage. But it might be that is exactly the way it supposed to be.
Again, my apologies for not contributing anything useful for this thread. This was by dictation. Excuse the mishaps.
EDITS made.