@saridd, it is in Administration -> Scripts -> Firewall I'd be lying if I said I understood it; I copied it from somewhere.
#KillSwitch
WAN_IF=`nvram get wan_iface`
iptables -I FORWARD -i br0 -o $WAN_IF -j REJECT --reject-with icmp-host-prohibited
iptables -I FORWARD -i br0 -p tcp -o $WAN_IF -j REJECT --reject-with tcp-reset
iptables -I FORWARD -i br0 -p udp -o $WAN_IF -j REJECT --reject-with udp-reset
#also the guest network:
iptables -I FORWARD -i br1 -o `nvram get wan_iface` -j DROP
#add any exceptions below, example is craigslist.org
iptables -I FORWARD -d 208.82.237.129 -j ACCEPT