To create profiles or policies in GFI WebMonitor go to the Manage tab and click on Policies. Here you'll notice that you have a list of primary policies that are enabled. The whitelist, the blacklist, the security scanning policy with download window, the security scanning policy without download window, the policy clone for blacklist and the generic default policy.
To create a new policy click on Add a policy. In this case will be creating a policy for web filtering. To do this drag and drop the ‘Websites’ element into the element pane and do the same with the ‘Exception’ category. Next name your policy by clicking on ‘Add policy name’ at the top, you can also add a description for this policy. You then need to select whether you want the policy to allow, block or warn based on the filters you create. In this case we'll select block. From here go to the Website section where you can either choose to block by category or by URLs/IPs. To block by category select the Category section and either input the site category or choose from the list provided. Select the categories you want to block and click Add to Policy. You'll see the blocked categories here.
To add an exception to this list, go to the ‘Exceptions’ section. Here you can add a user, group, a URL or IP or an application to your exception list. To add a group click on the Group's section and insert the name of the group you want to add. In this case we'll add the Administrators group to our exception list. Once done simply click save.