Can you block websites on an iPhone 4S?

If so how can I do this?

Nit sure don't think so

Not without using an app or jailbreaking

It is possible but you would have to jailbreak your phone which could POSSIBLY make your phone unusable if you want to edit the host file.

Or you can find a safer solution by getting lookout security (they may have a block feature), check dat out.

Try to find some app for app market, something like parental controls.