Notify a user why nothing happened

I'm writing a content filtering application that operates at the hardware level. The UI is basically out of the picture once the user starts the filter, as it is hidden in the windows task tray.

As a consequence of the filtering, there are scenarios on almost every single website that the user visits where they will click a link and absolutely nothing will happen. This is because the filter has determined that the network transaction should not be completed, based on various rules.

This can even happen in the middle of an image search, since undesirable results may happen on the second query, rather than the first. Obviously, every person that has beta tested my software thinks something is broken.

I'm struggling to come up with a non-invasive system of notifying the user that action was taken and why. I considered browser extensions, or toast-style popups (this is a desktop application) but the former is invasive and the latter would most certainly get annoying fast. Any suggestions?