Here are the Steps to try:
1. Log in to the Symantec Endpoint Protection Manager (SEPM).
2. Click on Policies.
3. Click on Application and Device Control.
4. Under Tasks, click on Add an Application and Device Control Policy.
5. On the top left click on Application Control.
6. Click on the Add... button.
7. Type a name for the Rule
8. Click on the Add... button on the bottom right "Apply this rule to the Following processes".
9. Type a name of the browsers processes that will not to able to download the file. Example: IEXPLORE.EXE (Can you add more than one process)
10. Click Ok.
11. Click on the Add... button on the bottom left under Rules.
12. Select Add Condition.
13. Select File and Folder Access Attempts.
14. Click on the Add... button on the right next to "Apply this rule to the Following files and folders".
15. On File or Folder Name to Match, type "*.extention". Example: " *.exe " (without quotes) (Can you add more than one extention or file)
16. Click Ok.
17 . On Actions Tab in Read Attempt and Create, Delete, or Write Attempt select "Block Access"
Optional: Can you Check Notify User for example "Is not permited download executable files, contact the administrator"
16. Click Ok.
17 . Set to Production
18. Click Ok.
18. Click Yes to assign the policy.
19. Check the boxes for any group that the policy should be applied to.
20. Click OK.
Please NOTE: Network Threat Protection feature is required to be installed on the machines carrying SEP 11.x, where as it is an optional, incase of SEP 12.1 clients.
You could also try:
Hardening Symantec Endpoint Protection (SEP) with an Application and Device Control Policy to increase security
Hope that helps!!