Hello,
Check this Article:
How Symantec Endpoint Protection protection features work together
http://www.symantec.com/docs/HOWTO55268
Symantec Endpoint Protection 12.1 has Download Protection, Download Insight, Browser Intrusion Prevention and Trusted Web Domain Exceptions.
However, as highlighted by pete above you may also look at "Norton Safe Web Lite" -
http://safeweb.norton.com/lite
Norton Safe Web Lite is our FREE Web site rating service. It's designed to let you surf the Web, use search engines, and shop online in safety.
There is an Idea already in place to implement this - Let's Promote this -
https://www-secure.symantec.com/connect/idea/add-safe-web-lite-sep
https://www-secure.symantec.com/connect/idea/malicious-website-blocking-sep
https://www-secure.symantec.com/connect/ideas/alert-or-notification-or-logs-websites-visited
Hope that would assist you!!