How to block a message from being sent or received based on the file name extension of the attachment in Office 365

• Sign in to the Office 365 portal (https://portal.office.com).
• Click Admin, and then click Exchange.
• In the left navigation pane, click mail flow, and then click rules.
• Click New (), and then click Create a new rule.
• In the New Rule window, click More options.
• In the Name box, specify a name for the new rule.
• Click the *Apply this rule if drop-down list, point to Any attachment, and then click File extension includes these words. 
• In the Specify words or phrases window, type the file name extension of any attachment that you want to block, and then click the plus symbol () to add the file name extension to the list. When the list is completed, click OK. 
• Click the *Do the following drop-down list, point to Block the message, and then click Reject the message and include an explanation or click Delete the message without notifying anyone. 

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