Extended URL blocking

I am trying to compete with a netpilot for control of our internet access at the office,
essentially the netpilot is no different to sme execpt that it has a whole host of remote support options (ISDN dialin & call back), it is just a linux box in a nice casing and it takes 15min to boot. I recently had to upgrade the netpilot and it now implements an extended url blocking feature - entering the following into the global blacklist will prevent the nimda virus from being allowed though the proxy (which is squid)
*/. *.$EML/ ( or something similar i dont remember exactly ) Does anyone know if this is a feature of squid or squidgaurd ?
It can also be used to prevent .exe or any other file extension downloads which for a company is a big draw card.

I now need to be able to do the same to stay in the race.

Any ideas ?

Dean Mumby