I can't see how that could be possible. You could clear the user desktop of everything except one icon with a link to the website but then how do you stop the user from clicking a link within that site.
You could, I suppose, threaten with a big stick with a rusty nail in the end, but that might be a bit extreme
My Computer
Computer type
PC/Desktop
OS
Microsoft Windows 7 Home Premium 64-bit 7601 Multiprocessor Free Service Pack 1
CPU
Intel(R) Core(TM) i7-3770 CPU @ 3.40GHz
Motherboard
ASUSTeK COMPUTER INC. P8H77-M
Memory
8.00 GB
Graphics Card(s)
Intel(R) HD Graphics 4000
Sound Card
On Board
Monitor(s) Displays
Dell 24"
Screen Resolution
1920 x 1080
Hard Drives
(1) INTEL SSDSC2CT180A3 ATA Device (2) ST500DM002-1BD142 ATA Device (3) WDC WD3200AAKS-75L9A0 ATA Device (4) Generic- Compact Flash USB Device (5) Generic- MS/MS-Pro USB Device (6) Generic- SD/MMC USB Device (7) Generic- SM/xD-Picture USB
The best option would be to set up web filtering through the Windows Live Family Safety. It offers pre-defined settings as well as custom exceptions. You'll need to download, install and enable live safety.