I have had the same issue on my DIR 655 with 2.03NA firmware.
I set up the Website filter, and then enabled the Access Control via MAC address. Though when I enter a specific URL entry in the website filter I notice it cuts off the last few words of it. In my case, I input the following entry, app.boxee.tv/chkupd/dlink.dsm380 and then it only saves app.boxee.tv/chkupd which is probably why my filter isn't working.
In reading this thread, it sounds like I just have to use key words? I'm trying to block access on my Boxee Box from auto updating, part of another issue altogether I might as the forum for help here.
So will the filter work if I just input chkupd/dlink.dsm380?