have you added dansguardian in squid.conf??
the exceptionsitelist and exceptioniplist they will not block anything. Actually you will have to define the blocking sites in you blacklists. you can download bloackable sites from
here. put the sites that you would like to block in lists/blacklists/"dir of the category"/urls, ex. /etc/dansguardian/lists/blacklists/ads/urls .
exceptionsitelist and exceptioniplist they are used to exclude some sites,ip's or url's from dansguardian blocking mechanisms. so dont except that the sites that you have put there will be blocked!!
if you can post squid.conf and dansguardian.conf im sure that we will be able to help you with it!