Just go to HTTP cache - black list, and add new custom http url or domain with '*' and/or '?' masks and press Apply.
This will block HTTP/1.1 requests on selected ports (80) only. HTTP/1.0 and https urls can not be blocked by RusRoute firewall.
'black list' is included into 'Settings 1' filters data by default, 'HTTP' protocol is filtered by 'Settings 1' data.
The other way to block some hosts is to add IP (or resolved dns name) to IP addresses lists - 'Black list'.
See screenshots how to block this site (rusroute.com) for example.