I am pretty sure, there is an add on to block flash in IE. This is called Flash Block. It helps to stop all flash from loading and provides an easy way to remove the flash content. Download this little utility from http://flash.melameth.com/ or disable Flash addon right in IE.
Remember, This add on actually creating for Firefox, but also fully works in IE.
If u go thru Web Filter (a separate utility) and do the steps !
1. From Web Filter > Block Lists tab & Edit File Types
2. In table, do any one of the following....
If the file type that u want to block already appears in the table, select the block or log check box or both or If want to block a file type that isn't in the list, click the add to the left of the table, then specify the file type that you want to block.
Now Click Save and OK
For SonicWall, the complete guide here,
For Barracuda Web Filter, the complete guide here....