The program "Any Weblock" may not allow adding the website "dot.party" because it only accepts URLs with certain domain extensions such as .com or .net. This limitation might be due to the program's design or configuration settings. Unfortunately, without further information about the program or any available options, it is difficult to provide a specific solution. However, the user can try reaching out to the program's support or developer for assistance in blocking the "dot.party" website.