Error: The following files have been blocked by the administrator

I had just created a document library to use as a repository for some VB Scripts I have written.  However, while trying to upload some files I was presented with the following message:

The following file(s) have been blocked by the administrator

Here is a screenshot of the full message:

After a quick look in the Central Administration it was quite obvious how to configure which types of file are allowed to be uploaded.  Here’s how it’s done:

1. Log on to the SharePoint Central Administration

2. On the Security page click Define blocked file types

3. Edit the list of file extensions to add or remove the file types you wish to block

4. Click OK