Please provide more information on your requirement.
If you're just trying to prevent new clients from being added to a specific group, then Chetan's article linked by Rash_M will do the trick ("Thumbs Up" to both).
However, if you're trying to block actual network traffic, then can you let us know why? Essentially, the SEP FW isn;t going to cut it, as the SEP Client to SEPM comms are always allowed, as are LU sessions.