The only way to stop the Stargate from opening is to bury it, and Stargate Command just didn't have the time or means to do so
For a Stargate to become non-operational, it needs to be buried... thoroughly. A simple object in the way isn't enough to do it, and things caught in the vortex are destroyed on multiple occasions. We even see in Season 3's A Hundred Days that in some circumstances, a buried Stargate can still work, disintegrating the ground around it and leaving a large cavity.
Deep in Cheyenne Mountain, Stargate Command simply didn't have any way to bury the gate, certainly not in the short time they had. Even taking it out of the base via the missile silo, as we see in Season 6's Redemption, Part 2, to bury it elsewhere would take too long, since it is a sloooow process to get the gate up, not to mention coordinating the necessary transportation. And during that time, you can't manually cool down the gate, making the risk of the gate being destroyed even greater.
And even if they could bury it, they would have to finish burying it in the very short window while the gate is deactivated, the iris is retracted, and the ring is spinning for the next activation. That's a very brief time where a lot can go wrong, and if you fail, the vortex destroys most of your progress.
An alternative to burying the gate is seen in Season 5's 48 Hours in which the SGC technicians offset the iris in such a way that the Stargate doesn't open because it thinks it is buried. Still, this is a long process and one that must be performed while the gate is offline, which would not be possible in this situation (because there were earlier episodes where they talk about burying the Stargate, I personally think that this trick wasn't known at the time and Stargate Command researched quick ways to "bury" the gate due to the events of this episode).
Also, let's not forget that a buried gate means that Stargate Command can't use the gate either. There are SG teams off-world who can't come home. If they unbury the gate at some point in the future and Sokar tries his attack again, then everybody is back to square one.