|Where I work, and this is true for most businesses, you have to sign an "appropriate use" policy when you're hired on.|
This policy details how you can, and can't, use the company's computing equipment. This includes the computer sitting on your desk as well as the network itself. Don't forget, this is NOT your personal property. This equipment belongs to the company and as the owners of said equipment, they have every right to say how it can, and can't be used.
That's the reason most companies also log all traffic and since you're not the IT admin in charge of that logging, there is nothing you can do.
Attempting to do something about it would be grounds for you getting fired and charged criminally.
Oh and just for the record, any business that has such security in place, also watches for people trying to circumvent it so if you try, you will get caught.
The ONLY reason you would be asking this is you want to go to sites you already KNOW you shouldn't be going to. I highly recommend you go home and surf wherever you please on your own computer with your own internet connection.