To add or remove black and whitelists from GFI WebMonitor go to Manage and then click Policies. Once that page loads, you will see the main navigation interface for all the policy components that you have to work with. You'll notice on the left hand side you have your whitelist entry policies and your blacklist entry policies.
To add a website to your whitelist simply grab the whitelist by left clicking and dragging it into the Drag policies here to clone space. Once that's done you'll notice that the left hand web interface navigation pane will change. This section gives you the options of what you can add to your whitelist. In this case we're going to be adding a website. You'll notice that the box is already checked. If you want to be able to add other components to this whitelist you can grab them and drop them into the work area here. For now we're going to be concentrating primarily on website filtering. To add a website simply click on the URLs/IPs and start typing in the URL of the website you want to add. Once you've added the WWW or the HTTP web URL simply click on the Plus and the URL will be added to whitelist URLs listed here. To remove an entry simply click on the X right next to the URL and that will be removed from your list. Once that's done hit Save.
To add a website entry to the blacklist simply select the blacklist on the policy section and drag that into your work pane. From here navigate down and click on 'URLs/IPs' and then type the URL for the website you want to add to the blacklist. Once the URL has been typed, click on the Plus and you'll notice that the web URL will populate your list. Once that's done hit save.