Thank you MrClass for your response. I will try to do as you suggested in the hosts file, it may do the trick.
As for blocking it with Windows Firewall i cannot do that since the game could be located anywhere (It's not installed), he could plug his HDD and run it from there.
I found a solution to block a certain process from running, let's say elementclient.exe using group policy, unfortunately it is not supported on Windows Home Premium.
The following links might provide a workaround the group policy in Home editions, haven't tried them yet do you think they may work ?
http://tricks-collections.com/blocking-application-windows-xp/
http://tipsfromgeek.com/2010/08/how-to-block-programs-in-windows-7-using-registry-editor.html