If your work has blocked internet options then try....
go to c:/windows/system32/lusrmgr.msc and create a new profile.
Then log onto your profile and search google for a proxy. Ex.... http://www.google.com/search?hl=en&q...server+on+3128
The reaseon you need to do the google search is because websense blocks most proxy sites. Choose any proxy and go to internet options>connections>lan settings. Then click on the box that is labeled "use proxy server....." Type in the proxy Ip and the Port and make sure that the box labeled "bypass proxy server...." is unchecked
Then go to the proxy site and try random proxys until you find a fast one. Or you can just do it at home and save alot of time.
This is what I used to do in school, it worked fine and was never caught.