I realized Windows hosts entries can easiliy be circumvented by just setting a system proxy or use a webproxy like hide my ass.
How can prevent my kids from circumventing my hosts file that blocks all the porn sites?
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A host file is meant to make domain names available not block them. The ability to block sites useing a hostfile is more of a side effect that can easily be circumvented, even without any further tools (just use the IP instead of the domain name).
If you need reliable blocking, a host file is not the correct tool. Use some kind of firewall or webfilter for this.