This reminds me of the days I played Java Graal on Netscape 4 during lab time at school, back then Java Graal was still linked with the online players on the main server. I don’t think anything was really blocked either, but then again these were the days before GOATSE and ALLYOURBASEAREBELONGTOUS were even invented. I also didn’t entirely waste my lab time, I viewed sites like NASA and other educational sites quite frequently even though lab time was basically just an unofficial do whatever you want recess.
The Community College I went to was even more open on their computer policies, you could even install your own programs on their hard drive, although everyone did have their own user accounts and passwords so I suppose any abuse could be easily traced, but it seemed they never really cared or enforced everything as every person there was loading korean or chinese piracy sites or using limewire on the college networks and hard drives.
Make an SSH server and tunnel all your traffic through it.
First use an internal program’s proxy settings to use it, if you can’t do that
Try proxifier or another socksification program.
If you cannot use either of those options (e.g. in the case of Steam), set up a tun2socks.
Tun2socks is on googlecode and it will allow you to socksify at the network layer, allowing you to pass everything through a socks proxy regardless of how it feels about proxies or whether or not it supports them.