For informational purposes only, I will mention that the way I'd surf anonymously through a firewall (were I to do such a dastardly thing) is this: I would set up a secure-shell server on my home machine, and a secure-shell client (such as puTTY, if you're on a windows machine, or ssh if you're on linux), and forward your local machine's port 3128 through the ssh connection to your home machine's port 3128. You can, as someone pointed out, make your home SSH server listen on port 443 if you can't get out on port 22. Then, on your home box, run squid (a caching web proxy). Then, set your web browser to use a proxy, with the IP address 127.0.0.1, port 3128. You're done.
When you try to hit a web site (any website) your browser will connect to your local machine's port 3128, which will be forwarded (by ssh) through an encrypted tunnel, and you'll actually be connected to the squid program running on your home box, which will connect to the website on your behalf, and forward all of the content back to you through the encrypted tunnel.
You'll have to set up proxy exceptions for any webservers that are internal to your company network, telling your browser "for these sites, go direct, not through this proxy".
Disclaimers apply.
-BP