Follow the document and add other extension as same way

https://www-secure.symantec.com/connect/downloads/block-access-extension-mp3-mp4-mpg-mpeg-flv

To Block Access of Extension

1. Login into the SEPM console.
2. Click Policies, and then click Application and Device Control under View Policies.
3. Select the Application and Device Control policy which needs to be modified on the right-hand side.
4. Click Edit the Policy under Tasks.
5. In the pop-up window, click Application Control.
6. Click the Add button.
7. In section of “Apply this rule in the following process” click on ADD and enter the Asterisk (*) Sign. Then Select Ok.
8. Now Click on Add from Bottom
9. Click on Add Condition and select the file and folder Access attempts.
10. Under the File and Folder Access Attempts box click on ADD in the section of “Apply this rule in the following process”
11. Enter the Extension with Asterisk Sign (eg- *.mp3, *.doc, *.mp4, *.mpg, *.mpeg, *.flv)
12. Then press ok
13. Go to the Action Tab in “File and Folder Access Attempts”.
14. Select the Block Access in the “Read Attempt” and “Create, Delete or Write Attempt”.
15. Select Ok.
16. Assign the policy to the required Groups.

Refer to the below article

https://www-secure.symantec.com/connect/articles/how-block-users-perform-download-files-specific-extentions-using-application-and-device-con

How to prevent programs from running by blocking the file extension types from removable drives.

Same question/answer here:

https://www-secure.symantec.com/connect/forums/can-we-block-extension

Hello,

Check these Articles:

How to prevent programs from running by blocking the file extension types from removable drives.

http://www.symantec.com/docs/TECH92172

How to block users to perform download of files with specific extentions using Application and Device Control.

https://www-secure.symantec.com/connect/articles/how-block-users-perform-download-files-specific-extentions-using-application-and-device-con

Check this Thread with similar query - 

https://www-secure.symantec.com/connect/forums/block-downloading-zip-file-internet

Hope that helps!!