Well, you can see what processes are running in your background and possibly you have an application running on it that is acting like a firewall.
If you use a program like hijackthis/security task manager (which you can get from download.com) you can then shut it down and cause it not to load again.. Or if you want, you can go to start, run, then go to regedit and see what objects are loaded at startup.
Check your system tray, any security/firewall programs activated?
Part of the problem also may be that your work has websites restricted on the computer or network device (router. etc) that you connect through. You can generally go to a redirect website that acts as a proxy to go around this some times.