I was "fired" by a company I didn't work for not for goign around anything, but for using firefox instead of IE...
now I am head of IT for a different company, but I can say as a contractor on a client site (which I did for 8 years) they watch you like a hawk, and can see even when you do the above things. don't ever say "they can't fire me".. they can tell your company they are out and you are not allowed back. what do you think your company would do if they lost an account, and had an employee banned from a site for looking at something on the internet?
My network would not allow you to make a VPN to an outside site, as that is EXTREMELY dangerous to our network. what if you VPN into an infected PC? thats just begging to take down our network, there's no way I would allow a remote out unless I am doing it, ad for that I'd have to open a port on our firewall, and create a special proxy rule.