Directions on how to bypass a proxy server

Hi there, I'm keen to bypass the proxy server at work, as I would like to download yahoo chat. Some of my colleagues have it for their jobs and I used to have it on my computer, but I now have a new job and new computer and can't remember how the IT guy set up my computer (in my last job), so I could have yahoo chat. I know you need to bypass the proxy sever, but don't know how to do that. Can anybody give me instructions?? I am a computer dummy and definately no techo, so any instructions in lay person's terms would be *really* appreciated.

Thanks everybody.

hey alright mate

I had a problem like this getting certain things to work at college there r tunnel programs like http-tunnel and hopster that get through the proxy but there not that quick, but should do the trick. hope this helps.