Group policy setting to block downloading of files with exceptions

[chams123]

I need to know how to block the downloading of files from the Internet using Group Policy, yet have some exceptions to the rule. We want to allow pdf's to be downloaded, blocking all other file types. How can this be done?

 

[sh321]

The only option that I have ever seen in IE is to enable/disable all file downloads and not individual file types.

It is more common to use some sort of web content filtering software to achieve this.