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?

>>3
A friend of mine did exactly this.
The proxy that he had to get passed allowed all https trafic through. So he used stunnel (google it) and tinyproxy (also google) to do it through his webhost. It worked very well.