Hi Tony,
We'll be happy to help you, you're welcome to email
support@wingate.com to open a ticket if you need further assistance.
If you need to block downloads of file types you'll need to use HTTPS inspection, which is an Enterprise license feature. Once you've enabled that you can create web access rules that match on URL, allowing you to block by extension, e.g. *.exe, *.jpg etc.
Regards,
Matt