An administrator wanted to know if he could prevent users from opening certain file types using OWA (Exchange 2010).
Sure, Exchange 2010 uses a Web app mailbox policy to control what files type are allowed or blocked and if the attachments can be opened directly or must be saved before opening.
From the Exchange management console, go to Organization Configuration, Client Access and locate Outlook Web App Mailbox Policies . From this dialog you can maintain the list of files that OWA users are allowed to open on public computers, with a separate list for private computers. The policy can be applied to specific users or groups, with different policies for different groups
For more information see Create Outlook Web App Mailbox Policy