http://www.absolutewrite.com/forums/showthread.php?t=224986Well, the first and easiest way is simply to use a different proxy. The second method, which is one I've used for ages, is to create an SSH tunnel. But first you need to find out what ports are open and what aren't. To do this, you need to be able to do port scanning. Nmap from Insecure.org works well for this. Be aware though, depending on the sysadmin you have, it might get you in trouble, so be forewarned. Sysadmins (of which I used to be) tend to frown on its use, because to them it means you're either trying to do something shady (ie, against the rules), or you have a virus in your machine and it needs to be dealt with quickly.
Next, find a friend who will loan you their internet connection, and maybe the space required for a server. If they're geeky enough and have a server of their own, have them open a specific port and then let you ssh to it. The idea here is that you're creating an SSH tunnel. The advantages are, 1) it can't be monitored, so short of your sysadmin/boss/evil overlord catching you surfing sites you shouldn't, they'll never know what you're doing. They might however not like the idea you're using SSH and shut you down anyways, so that's still a possibility.
The primary reasons for being so draconian on what sites you can and can't surf at work are two fold. 1) you're on the clock, ie company time, and thus you should be working and being productive, and not web surfing. If you're surfing, many employers consider that as "stealing" company time, and typically frown on that. Not me obviously, as I always believed that, if you have all your work done, I don't care if you're on the clock or not, as you can surf/game/chat/etc all you want within company rules. Most bosses though aren't that benevolent, a tragedy in my opinion, but that's another topic. Reason 2) is because the proxy settings help prevent A) potential viruses from infecting your machine, and B) help put a damper on the potential spread of any that do succeed in getting through your PC's defenses.
Anyhow, this tutorial will walk you through the basics of ssh tunneling if you're using Linux. For Windows or Mac using Putty, you'll need to break down the sections of the command into the individual fields required by the program. You may need to do some more google diving for other tutorials on ssh tunneling if this one doesn't help you, but that's more or less what you need to do.