Attempts to access a page that has an executable or script results in a block page. Unrated pages with executables/source code are high risk and always blocked.
The site must be entered into sitereview.bluecoat.com and submitted for categorizing. Sitereview generally has a turnaround time in under 24 hours. In the interim...from within portal you can add the ip/url to trusted destinations. Trusted Destinations is located under the Threat Protection tab and the under Policy.