force the internet access only for my proxy server

[Rodrigo Brito <rbrito@xxxxxxxxxxxxxxxxxxxxx>]

i have a squid proxy  in my company and  i  don`t need to configure the 
proxy  and port in the internet explore.
i denied a lot of  sites  , but the users find another proxy servers  in 
the internet  and they configure the proxy  in the internet explore for 
access denied sites.

is there any way to block the internet access using another proxy ?
i`d like to force the internet access only for my proxy server