Do you mean that your comp should only be able to access that site, not the other way around?
If so, the following as root should work. Note that I haven't tested this
The protocol (http/https/ftp/XXX) doesn't matter with the below rules.
# Remove old rules
iptables -F
iptables -X
iptables -Z
# Don't let anything pass by default
iptables -P OUTPUT DROP
iptables -P INPUT DROP
iptables -P FORWARD DROP
# Exceptions to above policy
iptables -A INPUT -m state --state ESTABLISHED,RELATED -j ACCEPT
iptables -A OUTPUT -d ip.of.the.site -j ACCEPT
iptables -A OUTPUT -d ip.of.your.DNS -j ACCEPT
iptables -A OUTPUT -i lo -j ACCEPT