Proxy connection

hi!, i speak a little bit of english,i have a bad english, sorry.
I'm from spain.

At first, I tell you that i have a proxy connection. The proxy have its ports locked and i can´t read my mail and run programs that use ports diferents to 80, so i can´t run kazaa, emule, etc...

I haven´t access to proxy, it's of my university.

How can i use this applications?
What can i do?

If you be able ask my question in spanish, i would understand better than english.

help plz.

thanks.

Bye
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