I tell everyone to not do this since it is technically illegal in most states and could be subject to a number of things.
My work has supposedly locked the Internet for users but 2 minutes after starting, I found a way around it. All they did was restrict IE, nothing else. Too easy around that. But I moved to a different division, I guess you call it, and need Internet to do work now so all I do is keep the surfing to the minimum and clear cookies and stuff afterwards. I really don't care if they are tracking like they say they are. The admin is a friend of mine and he said he didn't care. Its not like the managers don't use AOL, Y!, or all the other messenger services at work. Plus, whenever I go near a managers desk, I see IE up and it has nothing to whatsoever with work. There is only one reason that the Internet is needed in my work and it is for the job I do, I think any ways, I haven't seen any other work related use yet in the year I have been there.