To disable IE's downloading capability, follow these steps:

1. Open Internet Explorer.
2. Tools menu --> Internet Options.
3. Security tab --> select the Internet Web content zone, and click the Custom Level button.
4. In that list of settings box find the Downloads heading You'll see File Download. Disable that radio button.
5. Click OK twice.

Nobody can download things through IE anymore! Internet Explorer will display a warning message stating that the current security settings do not allow the downloading of files every time they try to download something. This is available to admins because most people out there really shouldn't be able to download things!