How to Stop messanger services on proxy?

Hi,
I network administrator for an education instiute. We have lease line 128 KBPS. and my major bendwidth is used by messenger services like yahoo, MSN, Rediff Bol etc…
How I cam block that services on my proxy server. I am using IIS-4 andMS PROXY on my server. I have already tried to block “pager.yahoo.com” in web proxy’s security options.

Praful Joshi