There are ways around it... but in general, most workplaces frown on the things that would get around it. Connect via https to secure communications.
Many now have fairly strict policies about circumventing firewalls, network monitoring, or attempting to do an end run around content/website restrictions. That can include doing something to anonymize or otherwise obscure what you're up to.
Rather than worry, it's smarter to find out what the policy is. Hardly worth losing your job, or getting expelled from a school, because you wanted to do something you weren't allowed to do.
Quick rule of thumb: if you don't want anybody to know what you're doing online, at the very least don't do it at work or in school.