various security measures you can take....
dual boot your box, with linux =)
if no admin access, use offline NT password to add it or create a new local account.
encypt your drives, password protect all folders.
replace the windows boot loader with something more secure, like compusec.
use a Hari kari type program that requires certain keys to be pressed during boot, or various folders/files are destroyed
and if you're truly paranoid about keyloggers....get a virtual keyboard. use the mouse to click away your letters.
see if there's a wireless network you can mooch off of, or a 56k lying around somewhere, to bypass proxy logging
surf through a proxy, and use ghost surf, anonymizer, or the like.
If you are using their LAN however, any decent sys admin can trace it back to you when questioned.