I'd like to block a program

[uknowitsnickcromptonandmymomis]

I want to block roblox if I do will it also block the program because then I could just use tor browser or something to access the website and run it.

[rotblitz]

With a DNS service like OpenDNS you can block domains only, not programs or any other objects.  If the program uses DNS (i.e. domains) to connect to the internet, then you can block the program from working.

With TOR browser or any other VPN based stuff you generally can circumvent your DNS settings if you do not take measures to prevent using VPNs and proxies.

[bmninada]

Depends - if your child is logging via Windows and assuming you have windows 10 - then Microsoft offers a very rich parental control platform. You use your login to get into Microsoft, from there - family and in it associate your child's Windows login. After which you can block Apps, provide screen time, etc. and that too across PC and XBox (If you have one). It's the ONLY way I am aware of to stop applications too - like Robolox. I have successfully stopped Chrome, Firefox, TOR browser, etc. and when using IE - everything is well controlled. Apps like Robolox, Minecraft are blocked/can be blocked.

The only other device way is to buy Disney Circle, ($80) and it can block even individual apps within Roku (for example)!!