Browser Helper Object C++

I'm writing a BHO that will redirect the user to another website if they navigate to a forbidden website. I was able to create a BHO to handle the redirection perfectly, but tests that I have run show that requests are still being made to the forbidden website even though the URL's page is never loaded onto the browser. I'm new to programming BHOs and have very little knowledge on how Internet Browsers work in general. I'm not asking for someone to create this BHO, but I am asking for someone who has the knowledge to complete this task to give me a sense of direction on how to achieve this. I have spent much time in trying to learn as much as i could to acheive my goal, but so far I have not been able to find any reliable resources. Attached is a screenshot which shows a test on my BHO which shows that requests to the forbidden website is still being made.