Perhaps a bit dramatic and headliney, but ...
I was not intending to try and take on the local IT brigade, and was philosophically resigned to being a victim of the incredibly locked-down laptop that I have been supplied. The only concession I had made, was to use Portable Firefox off a USB stick.
Today, however, I got the remote IT people to assist in installing the Nokia suite so's I could load up my phone numbers easily via the IR port. Anyway, the particular stooge got me to re-login (thereby picking up a temporary setting of local admin rights) and do the install while he watched via VNC. At the end of it, he was just about to hang up and disconnect his VNC connection, and I warned him that he should watch me logout, otherwise I was going to install firefox. He just said "I'm not an IT nazi, I'm sure you'll be OK", ... and left!
So now I have setup access to a local admin login and happily surf the corporate intranet and beyond with Firefox. More tweaks can be done, as needed.
"I can resist anything except temptation" - Oscar Wilde.