Hello all, first of all I want to say thanks before for your help.
I have installed squid and dansguardian on my server, I also setup my iptables to forward port 80 communication to port 3128 (squid).
I also have remove the comment on /etc/dansguardian/dansguardianf1.conf (line "bannedextensionlist") hoping that my server would block download.
But it isn't, it still download file no matter I add in /etc/dansguardian/lists/bannedextensionlist.
Oh yeah, I also add this line to my /etc/squid/squid.conf
cache_peer 172.16.1.212 parent 8080 0 no-query default
so that squid will consider dansguardian as it's parent.
Thanks for your help ^^.