games mp3 exe lockdown etc

We are having trouble with users in our network!
We use Groupwise 5.5 and mainly NT workstation sp6a or win2k as o/s
problem is this!

We use a mailsweeper which stops .exe .mp3 files etc
We have installed win2k,NT4.0 no games, and users are bypassing this by sending each other e-mails internally with the .exe file for pinball etc from pc’s we have not yet got round to taking games off.
We want to stop users from having games, mpegs etc but they either bring them in on CD Rom or -email toeach other what is the best way to stop this from happening?