Jtengue,
This isn't really something that you can do with a GPO. There may other 3rd
party tools that you could use for this, but you might be better served with
other suggestions.
1. Prohibit execution of avi and mpg files so they'll never run. That way
they'll rarely save them.
2. Lock down your workstations and do your file storage on the servers where
they can be backed up
3. Threaten your users with certain death and HR sanctions
