Thank you for the responses. I have a few questions on both approaches given. One, if I create an exception for the Gumblar activity, won't that then open the clients up to real threats? Two, blocking the site isn't what I need to do. The user does need access to the site. Would specifically allowing the site get rid of the alerts?
I also noticed you could use the Excluded Hosts button inside the IP policy. Could I get the IP of the website and then place that in the exclusions list?