Block Web Access

I am a fortigate new user, had the system installed since saturday, and I am trying to block outside internet access on a specific subnet.  I have the subnet set up as an address 10.x.xxx.xxx/24 and have an IPv4 policy set up to deny http, https, tcp, and udp on that address, but users can still connect to the internet, it just goes slowly.  I am using a Fortigate 200D.  Any suggestion?