You should map the extension to the ASP.NET's System.Web.HttpForbiddenHandler class in web.config. If you are using IIS6, before you could do that, you should have mapped the extension to ASP.NET ISAPI handler.
IIS7 Integrated Mode:
<system.webServer>
<handlers>
<add name="MyForbiddenExtensionHandler"
path="*.edmx"
verb="*"
type="System.Web.HttpForbiddenHandler"
preCondition="integratedMode" />
</handlers>
</system.webServer>
IIS7 Classic Mode. Something like:
<system.web>
<httpHandlers>
<add path="*.edmx"
verb="*"
type="System.Web.HttpForbiddenHandler, System.Web, Version=2.0.0.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a" />
</httpHandlers>
</system.web>
<system.webServer>
<handlers>
<add name="MyExtensionISAPI"
path="*.edmx"
verb="*"
modules="IsapiModule"
scriptProcessor="C:\Windows\Microsoft.NET\Framework64\v2.0.50727\aspnet_isapi.dll" preCondition="classicMode,runtimeVersionv2.0,bitness64" />
</handlers>
</system.webServer>
IIS6 (after mapping the handler to aspnet_isapi.dll in IIS6 configuration):
<system.web>
<httpHandlers>
<add path="*.edmx"
verb="*"
type="System.Web.HttpForbiddenHandler, System.Web, Version=2.0.0.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a" />
</httpHandlers>
</system.web>