Would highly appreciate any help in this matter, mainly want to access GOG but when I try to use up address I get a "Don't know what to do" message on screen.

The Tor Browser should hopefully get you past such systems.

Can you change your dns server? This might already fool some content filtering software.

I considered it by then I wasn't sure if it will be safe to login to GOG using that, is it safe? Changed it but it didn't work :(

If you just want to bypass blocking from your ISP then you are better off using a VPN service. Tor don't add any security and is only for anonymity, Tor can be quite slow too so I would only use it if you need extra privacy. A VPN is a secure connection with some privacy, as in all the ISP can see is you are connecting to a VPN service.

You could use both, Tor is a free service after all, but in your case I would go the VPN route, it's easy to setup and use. If you decide to use a VPN go with a well known one, you can check some of these providers https://torrentfreak.com/vpn-anonymous-review-160220/. Also make sure you are using the DNS servers provided by the VPN and WebRTC is disabled.

I think you can't log in to GOG.com with Tor browser, though. You can browse the pages, but if you try to log in, it will not keep you logged in IIRC. I guess it is because GOG can't recognize your session with cookies, if you use the Tor browser.

I've used Tor browser mainly to read and write messages to a certain Finnish anarchist web site as the admins have apparently banned me from there (maybe based on IP address, I normally get a "you are not allowed to write messages to this forum"-error if I use a normal web browser). With Tor I can do that fine.

I think that banning took place when there was a discussion on that web site about the Finnish police curbing the violent anarchist demonstration last Independence Day (or was it two years ago, I don't remember for sure...), and I just thanked the police force for keeping peace and order and doing their job (as the anarchists were breaking some store windows and throwing beer cans at the police). Apparently that was too much for the "anarchist" admins of the forum, after all they hate the police with all their tiny hearts.

Figures, they don't want to hear a dissent voice in their forum and try to censor speech. Some true anarchists right there. :D

It is. As long as you make sure to use a secure connection (ie. https://gog.com rather than http://gog.com).

Another idea would be to use a VPN (the reason I first mentioned the Tor Browser is that it effectively acts as an easy-to-use VPN solution), but I have no experience with those so I can't help you beyond recommending to explore said option.

Uh.. so you went to an anarchist site and thanked the police?
Then used Tor to overcome the obvious ban and keep posting there?
Are you transforming into Tauto? :/

Thank you for the suggestions everyone, I'll have to go with tor rather than VPN because the network I'm using tries to check with authentication server every few minutes and when connected to VPN that seems to fail leading to disconnects. (Tried astrill before, it used to disconnect every 10 minutes) That was why I wanted to know if there was something specific to use against url based filtering.

No, I was already there, and since I got fed up with the constant bashing of police (just for trying to maintain order), I said they did what they were supposed to and what the public expects them to. Remember, we are talking about anarchists here. You know, the people who keep harping on freedom of everything (except capital), freedom of speech, abolishing of hierarchical structures (like no elite, no admininstrators on forums... oh wait what???), the importance of discussion and hearing all the different voices etc.

They of all people suddenly ban people from posting, for showing disagreement? Who are those forum admins anyway, who appointed them? Revolt, revolt! :) Oxymoron "anarchists". More like the dissident voices in the GOG forums who feel DRM-free is not necessarily that important. I don't see GOG banning them.

Could you provide us a screenshot ?