Hi,
Another approach based on GPO
Tto disable file downloads in the Internet zone in the user's Security
Settings. You can do this by setting a GPO through User Configration,
Administrative Templates, Windows Components, Internet Explorer, Internet
Control Panel, Security page, Internet zone, then enable the "Allow file
downloads" policy, and in its properties after you enable it, change the
value in the drop-down menu to "Disabled".
Then, in the Internet Control Panel folder I mentioned earlier, enable the
policy "Disable the Security page", so users cannot go and reverse the
change.