Blocking websites with a custom message

We're blocking some social websites, ie Facebook, Twitter, etc.  We've managed to blocked the websites via Firewall policy.  But Is it possible to create a custom message on SEPM wherein a message "Blocked by Symantec" or something like that when users access the said website?

We just want to avoid users complaining that they're unable to access the website and they might think that they have problems with their internet connection.

OS: Windows Server 2012 Standard

SEPM: 12.1.4013