If you are like most of us and accepted the new policy withour reading it like you would a cookie on a web site, here is more information to help you better understand video.
How to block WhatsApp on my firewall:
The good news. If you have not explicitly opened this service on your firewall and you have strict rules of what is allowed then you will not need to make any further changes to your current rules, but if you have a open network or allowed this service, simply delete the rule or add more restrictions on what traffic is allowed from your office on your firewall to stop all communication to the WhatsApp service.
As always if you are not sure what to do simply call RD support and will assist you to block the service.