(This is ASP.NET MVC question. Please don't move to other forum.)

 My app runs on iis 6.0 and i've setup wildcard mapping. I want to allow the files under '/files/admin/' folder to be accessed only by members who are in admin role. How can I do that?

Use Action filter instead. Take a look here:

 http://weblogs.asp.net/fredriknormen/archive/2008/03/12/asp-net-mvc-framework-2-interception-and-creating-a-role-action-filter.aspx 

I want to restrict access to the static files and I don't know how to do it with action filter.

Put a Web.config file in the protected directory and put your access control inside that file.