How can i stop certain content from being copied to me network file shares?

I am a network admin of a schools system and we are having some issues with students copying games to there home directory. I was wanted to know if there is a way to prevent .exe from be copied to the files server? I know when you try and copy a autorun.inf file it will error out so i did not know if there was something in Active Directory i could do or in the registry of the file server or some third party app. I thought i could also run a script ever night deleting .exe's but I would rather stop them from being on there to begin with. Thanks for your help in advanced.