Which browser are you using? Different browsers have different ways of achieving what you're aiming for. In Firefox, I'm able to block individual domains. I do this to selectively filter out all those annoying animated banner ads, especially on yahoo.com.
This situation could be due to deliberate filtering or bad data at the browser add-on level, at the browser level, at the IP stack level, at the LAN level, at the firewall, and at the domain name server level, so it may be hard to track down.