Blocking files at a firewall

In the article titled “What’s the next big virus coming down the pipe” by Robert Vibert, one of his bullet points was “If you don’t have to use files with problem extensions (exe, vbsw, and so forth), block them at the firewall in both directions.”How do we do that – can it be done on a hardware firewall? We have a Pix firewall and are told it we cannot do that.