hrm, pls be more specific as to what you are trying to prevent.
Also, what are you trying to allow?
If you want people to be able to surf the web from behind your router but not to download files you have bigger problems. If you can surf the web, through a router, you can download files through it too, at least with http protocol. So if that's what you're trying to prevent you won't be able to do it at the router.
If you are trying to block specific sites you can set up an access list, but that's a whole other topic. I would suggest you buy a book on basic network security.
Cheers
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