One way to exclude directories (thus not single files or filettypes) of roaming profiles to be placed on the servers is by using the Group Policy Object:
"Exclude directories in roaming profile" [more]
You can enable this and type in the folders you want to exclude. You only type the name of the folder from the root directory of the profile. So if you want to exclude "D:\Documents and Settings\tuser\Application Data\Microsoft\Internet Explorer\UserData" then you type in “Application Data\Microsoft\Internet Explorer\UserData”. For extended folder entries you separate each by a semi-colon: "UserData;Cookies;My Documents;Temp;Start Menu;Application Data\Microsoft\Internet Explorer\UserData;"
Be sure to include a semicolon at the end.
To verify delivery to the targeted user accounts, go to a device where a targeted user account has logged on and check the following registry key manually: HKEY_CURRENT_USER\Software\Policies\Microsoft\Windows\System