To do this, use the Filters feature of Anti-Virus engine.

• Go to Anti-Virus -> Filters tab

  

• Check Block files with the following file extensions option.
• Use the Add button to add file extension that you want to block NOTE - the dot (.) should be included, so .exe, not just exe.

Any incoming messages that contain an attachment of a type listed will be treated as though they have a Virus

The most dangerous extensions are .exe;.com;.vbs;.bat;.scr;.pif;.tmp;.hta