If getting the job done requires exceptional access outside what is allowed by the firewall, a formal exception should be sought. Perhaps there is a solution to put a workstation separate from the corporate network? Maybe it's time to take up the management banner charge up the ranks to have C-level visibility? Someone needs to be the hero. :P

Continuing to circumvent the corporate controls puts your job and possibly your career in jeopardy. Likely you will impact your colleagues as well with even more onerous restrictions.