Bypassing Proxy Servers

My college is blocking off all downloads and chat programs. It's fucking annoying.

System: WinXP Home Edition, Version 2002, Service pack 2

All comps only have IE.

I don't have internet access at home so I can't download any tunneling programs or whatever you call them. Is there any other way to bypass it?

Pay for a shell account and run the tunnelling program there.  Or if Web applications can do everything you need, http://proxify.com/ is good.