How can i block my users to downloading?

im using win2000 advance server...i have 20 clients under this server...now recently our company provide DSL line in our office...i have given share for my clients...but they are miss using that one...mostly they are using download everytime...so i need to block the downloading service...plz give me solution for this...how to block?
Note : i don't want to use third party software to control this...i need solution in this win2000 server to apply my users.

Port blocking will be useless. They'll be using http for 99% of it, which means you'd have to block all internet access.

You'll have to use group policy editor. First, on the server, open internet options-securty-custom level- drill down to downloads and set file download to "disable".
Then, using group policy editor, Under the default domain policy, go to user configuration-windows settings-internet explorer maintenance-security-security zones and content. On the security zones and privacy section, click "Import the current security zones and privacy settings". This will disable downloads through the entire domain. If you wish to restrict only certain users, create a new group policy with this setting and apply it to those users.

First you must figure out what they are using to download. This means you need to figure out which ports to block. This will allow other traffic other than what you block. To block specific ports in windows 2000 follow this procedure outlined by microsoft. http://support.microsoft.com/kb/309798. I am a system admin, but I do not have this problem due to a firewall in place. Even if you do not want to use third party software to help you manage your network, you should consider it with your limited ability.