Thanks for the help, I was just being silly and was thinking that proxy settings were restricted as well. Using firefox i was able to setup a proxy, works great, you pointed me in the right direction.
Well also if they would have blocked the proxy, with a private bridge and tor you normaly can do nearly everything. Unless they only have a white list with IP's you are allowed to visit or blocked the programm. But normaly they only block websites they don't "like". Everything else is to much work for 90%-98% of the normal company's. Internet security is a big joke in nearly every normal company. They are hiring a person to protect them but if it's a rly good administrator he often is not allowed to do the major changes he need to do to protect the company. Because that would be to "complicated". The personal must learn "new" things that would be too much trouble. But at least getting hacked by a scriptkiddy and publishing a list of all costumers from the company is often enough to get some changes and improving the security.