You can’t exclude files in redirection, BUT Server 2003 R2 introduced the File Server Management Console (FSMC) where you can restrict file types from being copied to your network shares. If this service is not installed on your server, you can install it using Add/Remove Programs and clicking on Components. It is under Management And Monitoring Tools. Configuration is straight forward, but if you need any help feel free to post another question or in the discussion.
This will not remove any files that are already in the file share, but it will restrict users from adding any extras. All you need to do is do a search for the unwanted file types, and delete them. The users will not be able to put them back.