You could always try to find one of those web proxy sites, but those are getting harder to find, and Websense is pretty good about detecting them.
I am the Websense admin at a Fortune 500 company... and I get to specifically bypass Websense for my internet access.
Not that it's a real issue.... several of our upper management, including the CEO, are shooters, so all employees can go to any firearms-related site. Maybe some of you can take that approach -- see if you can get management to allow access. You'd be surprised what some of them will allow.
Of course, some companies are becoming quite draconian about their internet access because of the abuse by a small number of people. When I worked for Amex, there was only a small number of sites that you could go to without asking for special access.