Its a works machine, why are you trying to get round it. Try installing something like Winamp or another media player app. It if says no, then your stuffed, IT have locked it down pretty good and they only way round it would be to get friendly with one of the IT guys for the admin password or raise a business case why you need access to certain things.

Working in IT, I do this all the time, we aren't trying to be difficult, we're trying to lower the number of calls we get from users doing stupid shit because they had full access to a laptop that they can break with the piece of mind IT would fix it.

Cheers

Matt