If the company uses a web proxy to filter and check URLs then it can be done by telneting or ssh'ing (if they allow telnet or ssh) to a shell account and running lynx or links. I would highly recommend against doing that. You would be circumventing their corporate security policy/restrictions and are subject to whatever punishement they choose.
In the case of ssh, they wouldn't know what you accessed due to they encryption but they would know that you made a connection outside of the company's walls.
I used this method when the company I worked for had to lockdown all port 80(www) requests to the proxy serverdue to the CodeRed worm. I was able to check my email and get what I needed albeit without any graphics.
Think long and hard before you do anything.