The settings to block file extensions must be made in both Mail Security and Web Security. In each case, go to the Anti-Virus tab.
I don't know if it's possible to have the Astaro block executables in emails instead of just quarantining the emails. We normally do that in the mail server.
Enter application/octet-stream into the MIME type filter under the Web Security/HTTP/S/Anti-Virus section. Or you can block every type of applications by adding in application/* although this will also block PDFs, Word docs, etc. It's best to block only the executable downloads and zips
I also block all audio and video to prevent MP3s and movies (also kills streaming radio and TV) from being downloaded. Add audio/* and video/* to the blocked MIME type filter.
Here is a link to reference MIME types if you want to block a specific file type
Multimedia MIME Reference