Step 2. File Blocking: Add Policy > Exceptions (MOSS 2010/WSS 4.0)

To add an exception, click Add. The File Blocking: Add Policy > Step 2.a: Specify sites to be excluded screen appears.
Choose from the following:
If you choose All sites...
The All sites option enables you to choose from AD user(s)/group(s) only.
Click Next > and go to Step 3.
If you choose Specify a site’s URL...
The Specify a site’s URL option enables you to choose from both AD user(s)/group(s) and SharePoint user(s)/group(s); use the Search for drop down to choose.
Type the URL in the Specify a site’s URL field, and click Search.
From the Select sites tree, choose the specific site(s) to exclude from this policy.
Click Next > and go to Step 3.

Click Next >. The Step 2b: Specify accounts to be excluded screen appears.
Select from the following options:
Anyone: to exclude all accounts. Click Finish and proceed to...
Specific accounts: select to choose the specific accounts to exclude and proceed to the next step.

Type an AD user or group name in the Search for AD user(s)/group(s) field.
The Specify a site’s URL option enables you to choose from both AD user(s)/group(s) and SharePoint user(s)/group(s); use the Search for drop down to choose.

Next to Search in, select Users and/or Groups as appropriate.
Click Search. Successful search results will then display in the Available Account(s) window.
Repeat the search as required.
Select all the users/groups you want to add to exclude and click Add to move them to the Selected Account(s) window.
After choosing your options, click Finish. The File Blocking: Add Policy > Step 2: Exceptions screen appears with the newly added exceptions.
Click Next >. The File Blocking: Add Policy > Step 3: Specify Action screen appears.