Best means to block MSN Messenger, AIM and other chat programs?

[KEN MORRIS]

Hello,
I am using both filtering software and Firewall (GNat Box) to try to
block out the use of several chat programs. On the FW I have blocked
ports:
4000 - ICQ
1863 - MSN Messenger 
5050 - AOL and 
5190 for Yahoo
After having set up the blocking rule, I then tested MSN Messenger in
the system. Problem being that it was still accessible. 
Any suggestions as to how to block the use of the programs at the
firewall would be greatly appreciated.
Thank you
Ken Morris