its unlikely you will be able to plug your own personal laptop into your works network and be able to browse the web at all.
Your works pc may have certain software installed which restricts what you can do on it but more than likely most of the restriction is done on the networks its self. Applications such as MSN messenger connect to the internet using "PORTS" Your works network is most likely configured to restrict what ports are open.
Also a lot of work networks allow internet connectivity via a "proxy server" which you will need to configure your web browser use this proxy server (this can require authentication).
Basically, if you cant do it on your work pc - its more than likely you wont be able to do it on your own pc either!