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blocking certain file types by content

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I'm wondering if it is possible to detect (and block) certain files by
its header/content  like 'MZ' (0d 0a 0d 0a 4d 5a) which is a beginning
of any EXE/DLL file.

Purpose:

I'm trying to protect my internal network against unconsciously
downloading executable files (like malware). All users traffic pass
through our Squid proxy.

What I've already done is:

1. Blocking by URL (url contains \.exe \.dll and other banned extensions)
2. Blocking by server's response header (MIME-type ,
Content-Disposition and so on.)

But there is still a way to download an executable file when somebody
put it on server as e.g. readme.txt. Server's response header would be
in this case 'Content-Type: text/html;'.

So none of above mentioned rules would block this file. Of course, a
regular Web browser would show this EXE as text, which isn't
dangerous. But we can imagine a dedicated downloader (e.g. a part of
the malware) which can download binary code this way.

So, tell me guys, if there is any solution for this?

I could also use "Snort", but it would be very inflexible (I would
like to have a whitelist of domains).

even if it's possible, what about performance in real environment?
maybe there's a way to analyze only the first bytes of the incoming
stream?

greetings
Markus

PS
----
if the string 'MZ' is too short, we can also use 'This program cannot
be run in DOS mode' (this string is also part of EXE header). But
probably a majority of exe packers can compress it.
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