you could always try to use one of the anonymous proxies over the internet. but chances are they will be blocked too and your attempt will be listed in the content filtering software's logs. So it will be easy to trace you back and get you fired.
Do not try it!
Well I would be mad because what you do in your spare time is none of the company you work for business!
But if you are doing at work they have complete right to this as you are most likely using their computers, their internet service and are most likely in the place that they own or lease.
There could be good reason for this as the internet is far to dangerous of a place for someone to go using a computer that has private information on. Also if you pick up a virus, who will pay to fix it? I am guessing not you.
So in your work place your rights to internet, email, telephone, fax, photocopy or anything else is completely up to your work to decide.