@Elise26 this makes it more difficult foer people to use illegal sites. They can still work around it by using a VPN to fully encrypt the traffic but then your service provider can't see it either so no fines or threatening letters.
What Ed and Hugh suggested "Be sure to turn on the peer-to-peer blocking on your router's firewall" blocks this on your router (your router needs to support this option" I was suggesting you also define a custom DNS that limits access as well.
There Re other options like setting up the router to connect to internet via VPN encrypting all traffic.
All of these solutions are fairly technicall, your probably better off finding a local Geek that can help you set it up.
If you want to try I'd recommend a DD-WRT routers (open source fully configurable with features not usually found in residential routers) - you can by these pre-installed https://www.amazon.com/Buffalo-AirStation-HighPower-Wireless-WZR-600DHP/dp/B0096239G0/ref=sr_1_2?s=p...
Once you have this there are some settings which will make it difficult - here is a summary of some best practices and again once setup if they bypass it you provider wont catch you.
http://secure.dd-wrt.com/wiki/index.php/Peer-to-Peer_%28P2P%29_Throttling