you can follow the steps:
https://doc.pfsense.org/index.php/SquidGuard_package#Block_download_by_Extension
and remember must click SAVE and go to "Proxy filter –> General Settings" click APPLY! ;)
SG_blockextention.JPG
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mp3_block_rule.png
mp3_block_rule.png_thumb
mp3_blocked_page.png
mp3_blocked_page.png_thumb