I'm geussing you have it running at work and it's becoming a pain and you want to get around it. (appologies if i'm wrong)
We have it running where I am and it can be a pain but we work on the principal that if there is a legitimate reason for going to the blocked domain then just contact IT and it will be unblocked.
It blocks the most bizarre things though and the admin sometimes goes a bit power mad with it like the time he blocked the whole microsoft.com domain as he though only IT folks needed to go there. After he got an earfull from me it was soon unblocked
I think there is a way of bypassing it with proxies and putting the desired site into the browsers trusted domain but thats fuzzy info so don't quote me.