Ummm... even my company already bans the use of external flash drives and DVD’s.
And your company's sysadmin also know people are probably ignoring those requests, too. I read about a security audit where the auditors simply tossed a handful of usb thumb drives outside their customer's office. Each key had a trojan on it that didn't do any harm, but did let the auditors know it was used. By the end of the day they "heard" from many of those drives.
One thing I've though odd is that there isn't a larger market for thin client devices or workstation PCs built with better external-device-lockout capability. Most workstations are built with making life simple for the computer-ignorant, which also makes life simple for attackers, too.
I’m curious as to why?
Mine too, it won’t let you surf and has more bells and whistles that pop up telling you access is denied. I work for a hospital!