Initially I just noticed that I wasn't able to block sites, but now I realized that I can also freely access the internet even though it's restricted in InetProtector.
In FAQ I found the suggested solution to try disable or uninstall the virus protection software. That does not seem like a good idea to me - making my computer vulnerable. Also a few months ago on my other PC with the same virus protection software I had no problems.
Any advice would be much appreciated. Thanks.