I'm not going to tell you how to live your life, but isn't that intentionally violating security policy and likely to end poorly? I suppose if we ignore ethical questions it might come down to hoping that IT departments that block stuff are also incapable of catching you, but that seems... riskier than I'd like.
In many companies, it's either necessary to get their work done and/or increases their productivity enough to move their career forward. In those cases, it makes sense to eliminate the unnecessary obstacle that is overly-restrictive, corporate security.
Funny thing about enterprise companies. The proxy was implemented and some developers started using it, then they hardcoded things into the applications.
I was not privy to all of the network setup but suffice to say the security team ok'd removing the proxy but doing so broke the application. They left everything in place and told everyone who was an admin and needed outside to use corkscrew.
As a note you can prevent corkscrew from getting out a proxy if you desire.
yeah, purposefully bypassing corporate security policies is certainly a fire-able offense. It doesn't mean OP's company would take that action, but if they did, then no one could fault the company for enforcing their security policy.
The question is, is that proxy worth putting your job in jeopardy?
I think that's a matter of attitude. You are more risk averse then OP. My hypothesis is that programmers tend to be rule followers because programming is "making up rules for computers".