Unfortunately, this is not an option in the configuration of Folder
Redirection. While there might be a way to script this, you might be
better approaching this from another tack. If this is a corporate network,
you might arrange for the adoption of a policy that does not allow personal
music on the network.
You might even find that this poses a significant legal risk to the
organization as you do not have control of the legitimacy of the licenses to
the music. Court prescient has ruled that network administrators and
organizations can be held liable for software installed on computers -- even
things done by users of which they had no prior knowledge. It is not too
much a stretch to extend this to other media.
I would take steps to prevent the storage of music rather than the
management of it.