Final answer:
The most effective way to prevent data theft via thumb drives is to create a company policy against their use, complemented by installing technical controls and educating employees.
Step-by-step explanation:
To prevent employees from stealing confidential data by downloading it onto thumb drives, the best approach would be B. Create and enforce a written company policy against the use of thumb drives and install a technical control on the computers to prevent the use of thumb drives. This integrated strategy ensures that the company has a clear policy against unauthorized data transfers and has taken concrete measures to prevent such occurrences technically. Additionally, employee education regarding data security could complement these measures and foster a culture of security awareness within the organization.