How I can set a policy in Windows 7 to deny the removable devices?
well, it can be set under the local group policy, you need to have elevated privileges.
click windows Button (bottom-left) type "gpedit.msc" and hit return to launch the group policy editor
on the Hierarchy panel (the left one) go to: Computer Configuration –> Administrative Templates –> System –> Device Installation –> Device Installation Restrictions
on the setting panel (the right one) double click on "Prevent installation of removable device" select enabled -> click on OK
to test the new setting open a command prompt with elevated privileges and type: "gpupdate /force"
Note: if now you are interested in others settings of "Device Installation Restrictions", and want to enable one of them, don't forget to disable this one.