Block Downloads

Hey guys,
so my little brother is discovering the internet and I've installed a pretty decent web blocker on his computer, but he started to download what he thought was cool stuff for his nintendo ds

of course, it was a trojan horse :P
i cleaned his computer and now I'm looking to see if theres a way to block him from downloading exe and zip files from either the router or a program that will do it on the computer itself

ideas? :D
 
well you can disable downloads with IE but ive seen no way to do it on firefox so it depends. whats he using?
 
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