beeboy is pointing you to right direction. It is a bit more difficult if you are running stand alone computer rather then a domain computer which gets its policy from domain server, none the less, you could make few changes the will prevent your user to get to Internet.
go to Run and type in gpedit.msc (GP stands for group policy) ,,then go to " user configuration" / Administrative Template / then you can expand "Desktop" and "Control Panel" and "Network" and "system",,, everyone of those option have all kind of policy have disable /enable option which will allow you to make changes into behavior on the operating system. Please remember that if you are going to make the changes, you HAVE to be logged into that specific account to do that. You can't make the changes from your account into another. Also remember that gpedit.msc is very powerful tool so don't make changes where it would lock you /account out.