I presume you have the VPN client installed. If so, you can check the desktop policy, this can be found diagnostics tool in the secure client folder. This policy is pushed out from the Checkpoiint Dashboard, the FW admin would need to modify the policy and you would need to update you the dashboard policy by connecting via VPN.
If the FW admin can't/won't modify the desktop policy, you can if you have permissions stop the checkpoint services and or unbind it from your NIC. However, depending on your companies securiy/computer use policy you could get in a lot of trouble for doing that.
This issue could also be MS ICF, Microsft's firewall by going into the properties of your NIC and selecting the advanced tab you'll see an option for enabling the firewall.
There could also be other checkpoint solutions that I'm not fully aware of since, my company moved off CP a couple years back.
hope this helps.
JT