Group policy to block file downloading

In our organization we have a domain system . All the clients are added to the OU in the Active directory. How can I block downloading from Internet using Group policy. I tried so many ways, but none is working. plz give me a solution.
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I think you may have to block the Internet/WWW in its entirety because even the action of viewing a web page is technically a download. Do you use a router or some kind of gateway device?
wouldn't it be better to have a internet gateway to take care of that?
a firewall or a proxy server perhaps?

check this out from our local security guru



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shahidaengAuthor Commented:
I dont want to block browsing. If we try to download a file, by clicking on the download button, that must show, your security settings are not allowed to dwnload.
Only this much I want.

We have ISA already, but I dont want to use ISA for this. I want to block only the downloading using download button.  
plz give me a solution.
but as you see from the link over, you would not hinder any one that downloads file trough anything else but internet explorer.
anyone that realy want's to download something would find a way
shahidaengAuthor Commented:
I already configured that using group policy. But in that when we try to download a file, it will ask for optionas open, save, cancel. When I click save........... that will show the msg your security setting is blocked this.
But if I click on open,............. that will first download and will open. I want to block that also.
Then proxy it...GPO is not a proxy, ISA is
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