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

Sharepoint blocks a list of file extentions when you are trying to upload them to a Document Library. If you know that the files are safe then you can take the extention from the list.

To do that open your Sharepoint Central Administration and go to Security, Define Blocked File Types and delete the extention you want to be able to upload.

And that's it.