If you are in the admin group, you can prohibit certain file extensions from being uploaded*.  This is done as follows:

*Note: This does not prevent users from renaming files to use one of the prohibited upload extensions should the user have "Rename" permissions.

• Click on Tools / Options

    

The Options screen will then appear.  Ensure you are in the 'Upload filter' tab from the tab group.

A list of all file extensions that are currently prohibited will be displayed.

    

• Type in the file extension to be prohibited in to the field next to the 'Add to filter' button. 
• Click on Add to filter.

The file extension will then automatically be added to the list.

• Click on Close Window to exit the screen.