In my router's settings I can block websites or use keywords to block sites containing those words. I have several sites blocked and when I attempt to access one of those sites with my PC I get the message 401 The web site is blocked by administrator. But I can go to another machine on my (wired) network and access that same site. The other machine is not using a wireless signal from elsewhere; it is on the same wired network and connected to the same router. The only difference is that one has XP and the other Win 7.
I've never used this feature before, but looked at it in my router and see that there's an 'Edit PC List' in the settings section. Perhaps not all of your PC's are listed. From what I can tell, you can add a range of IPs to be included.