I have 50 machines in a LAN and each of these have internet access. Can a program be developed using vc++ which will tell what are all the websites which is being opened by users in each machine?
You can easily accomplish this by writing an application which captures packets outbound on port 80 (and the associated DNS information). The problem is that this application must run on every client computer which you want to trace. The easier method, as stated by others, is to take advantage of your network architecture and tunnel all traffic through a central proxy which can record the same information.
There are many-many enterprise tools suited for just this task in the latter instance.