Can’t download executables on a Sonicwall corporate network

We have a SonicWall corporate network at our local Gurdwara. It for some reason prohibits some .exe files from being downloaded. Although some executables work just fine. For some executables, only an empty (0 byte) file is downloaded. For some files, my Chrome browser returns Error 101 (net::ERR_CONNECTION_RESET): Unknown error. My ftp (filezilla) fails with the following error:

Response: 150 Opening BINARY mode data connection for mp3DC213.zip (242059 bytes).
Error: Transfer connection interrupted: ECONNABORTED - Connection aborted
Response: 426 Failure writing network stream.
Error: File transfer failed

Clearly the router/gateway is blocking the files. And it is smart enough to scan the files and knows when the same executable file has been named test.mp3 and it can even read zip archive files.

Solution:
In times of need, the one sure way of getting files is to fire up a remote desktop connection or vnc or ssh session, download the file to that remote machine, compress it either 7zip (.7z extension), tarfile (.tar extension) or bzip2 (.bz2 extension) format, and then download to local computer using ftp or upload to any file uploading site.

PS: I have not tested .rar (winrar format). If anybody can test this, let me know if it works.