Hi Mukut, you are an HR Manager and make sure that you are bold enough to face such kinds of issues. Don't ever hesitate as it's your duty, and that's why you are paid.
Do one thing first: talk to the IT head and ask them to frame a Security Policy, Do's and Don'ts list. As you are the HR, please circulate it to all the employees of your company. At the end of the email, specify that whosoever violates this, the management will take severe action against them. Paste a photocopy of the same on the notice board too.
Even if those female employees continue to exceed the policy, then ask your IT team to send the links visited by those female employees, take a note of it, make sure that they are really restricted sites, call those employees for a meeting along with their respective Team Leads and the IT head.
Start off the meeting with the Do's and Don'ts, Security policy, and warn them for exceeding their limits. Tell them that if they continue the same, they will be fired from the company, and the reason will be circulated to all the employees with their names mentioned. The same will be stated in their relieving letters as well as their reference checks.
Issue a warning letter, get it signed from the employee, their TL, and the IT team for proof, and finally, you sign. File that sheet in their respective files.
I will email you the Security Policy and Do's and Don'ts list shortly.