Do you mean a server?
What operating system does it use, as it may be possible to block the site.
If you have a WORK (as in business) connection to the internet without any sort of firewall, you are playing a potentially very dangerous game.
Who is in charge of the system? Is it you, because if not, placing a firewall in the system without the "administrators" permission could cause a lot of grief!
The downloading of MP3 files on business premises, is becoming a hotbed of potential litigation. Ultimately, the administrator/company is responsible, and can result in very hefty fines.
It's one thing having the odd MP3 at home, but the recording companies are getting seriously aggravated at what they see as theft, and are targeting business servers that are known to be downloading significant numbers of tracks.
Recently in the USA (yes I know!), a twelve year old girl's family settled out of court. Something to think about!