what about flash games

www.miniclip.com

well iam no security expert but i think there are amny site which offer a anonomyus browsing and which can allow ur user to check their mails etc
like
www.anonymizer.com/
http://www.google.co.in/search?hl=en...org+anonymizer

so do a google search and block them too......
hope taht was help ful
LOL