first of all , my apologies to all the other members ...... as i have not logged on to the site for quite some time now .....lots of reasons ....neways im back now ......coming back to the ques.... freenet it seems ur facing the same problem which i had at my college. But there are workarounds...
1. Most appropriate one....
Go to the network admin and ask him to download the file for you
2. In my coll. we had to log on to a domain and surf the net by fillin the proxy address in IE. i found out that the firewall is a software one and performs proxy functions as well . Then i found a machine where i could change the default gateway.....After that it was easy , boot onto the network but not into the domain, put the default gateway as the firewall's add. (slightly tricky to get the metrics right )and start surfin , the firewall rules are no more applicable on you , but beware as you will be exposing the internal addresses of the university .
3. As rightly pointed out by sahir , u can use tunneling techniques to bypass the firewall
Yep similar thing happened at a couple of places I've been.. you can simply remove the proxy settings in IE and you bypass content filtering. This leaking happens because the packets just dont route through the content filterer.. but they hit the firewall instead.. the firewall has a rule saying allow any outgoing port 80... this is the mistake the network designers make.. the rule should be allow outgoing port 80, if source address is the IP of the content-filterer.. This ensures that all HTTP traffic has to route through the proxy.
There are other ways you can get round not being able to download files.. if you can get yourself a shell account outside the university, then you can download to the shell account, and then email the file in to yourself..
Off the top of my head you could also try and see whether the proxy allows CONNECT method requests as this could be an interesting way to tunnel other traffic.
I agree with Maximus, if its something legal you're downloading, go ask the admin for privs to do so. Better yet make friends with him or try and get a place helping out with the infosystems so that you can figure out the setup and maybe find some legitimate way of doing something.
In my experience most university networks are badly designed.. well.. this comes from the fact that they have to give students a whole lot of freedoms, but at the same time have to try and lock down extremely large diverse networks. Its just too difficult and you'll find a few large Universities (I'm talking about class B level large) with little or no firewalling / filtering going on simply because its too complicated to do.