I don't think you need the www part. Just block the whole domain by putting sitetoblock.com
Also, make sure Status is set to Enable and Deny/Filter set to Filter.
Lastly and this is the step probably missed, you have to tell the router the PCs this filter is effective for. Click Edit list of clients and give an IP range for the block to take effect. (Look at bottom of pop up window.) If you want your whole network, enter a range of 192.168.11.2 ~ 192.168.11.255. Click Apply Settings.
Click Apply Settings again on main screen.