We can block RSD and Removable Media easily by configuring the Storage Device Control policy. This policy is provided by Zenworks Endpoint Security Management Product. This product also integrated to ZENworks 11 release.
You just need to select 'Disable' for RSD / CDROM / Floppy while configuring this policy and assign this policy to device or user.
Find more info in 'A.7 Storage Device Control Policy' section under 'VII Appendixes' chapter.