Desculpem, já descobri como, estou utilizando bloqueio por mime type:
Código :acl mimes_proibidos_req req_mime_type "c:/squid/bloqueios/mime.txt" acl mimes_proibidos_rep rep_mime_type "c:/squid/bloqueios/mime.txt" http_access deny mimes_proibidos_req all http_reply_access deny mimes_proibidos_rep all
E o conteúdo do arquivo mime.txt
Código :application/x-msdownload application/octet-stream application/rar application/x-compressed application/x-rar application/x-rar-compressed audio/mpeg audio/x-wav application/zip audio/x-aiff video/quicktime video/mpeg video/x-msvideo application/x-wais-source
E a configuração do mime.conf que adicionei
Código :\.com$ application/x-msdownload anthony-unknown.gif - image +download \.com$ application/octet-stream anthony-unknown.gif - image +view