Hmmm.. Interesting thread...

I work in IT security and we run regular audits to check for repeated attempts at "proxy avoidance" (what you're trying to do) and issue these reports on a monthly basis to department heads.

IT staff generally view proxy avoidance as worse than porn due to the fact it is a pre-meditated attempt to bypass the security mechanisms for unknown purposes.

As per a few of the posts above, you WILL get caught & if your company are looking for an excuse to lose staff you are giving them an excuse - most organisations view this as gross misconduct.

Maybe an iPhone would be better?