The first thing to ask is, does your son have anti-virus software installed?
My standard response to questions like yours is to say that this is really a discipline issue. There are various ways to stop the installation of unauthorised software, but they can be involved and restrictive.
Surely, it is far better to talk to your son and explain the dangers involved in downloading indiscriminately. Make sure that he understands how he will be the one who suffers when his machine stops working properly because of virus infections or malware.