AlexisNoel,
This situation isn't as easy to resolve as you have stated. Presumably, your environment has an ISA server (Proxy as you stated) that is the default gateway for your connection. This is also probably set via DHCP.
I would also hazard a guess that the network guys have only allowed Ports 80 and 443 from the ISA to Edge Firewall.
In short, unless you can bypass the proxy and request a site to be available for your account, you're stuck.
ChrisCj21