To create a new policy that blocks all messaging applications with the exception of one which is company approved, click on Manage, select Policies, click Add Policy, give the new policy a name and a description. We will use Corporate messaging as the name and Block all messaging apps, except Lync as the description. Lync being the company approved messaging application.
Set the new policy to Block, drag and drop the Applications element, select the Messaging Category and click Add Policy. Drag and drop the Exceptions element, select the Applications option, search for the application to exclude, in this case it is Lync, and click Add to Policy. Check that all the required policy conditions are okay and hit Save.