prevent users download anything

hi all
I enabled group policy to prevent download file , user configuration/administartive templates/windows components/restrict file download , however still users able downlaod enything
how can I stop users to download enything using GPO
I enabled group policy to prevent download file , user configuration/administartive templates/windows components/restrict file download , however still users able downlaod enything

Comments
Did you check that it's not set to unrestricted? I'm pretty sure that's the default for the policy.
1-windows components/internet explorer/internet control panel/security page/internet zone
2-windows components/internet explorer/security features/restrict file download