Web Browser Filter Bypasser

Is there a web application like Safari or FireFox that acts as a Proxy Server to Bypass web filters???
for example ztunnel.com allows me to access blocked websites, but my networks has banned that and all other web proxy sites. I wanted to make sure that the networked computers are configured so that if someone brought the program in and installed it, it would not run, while still allowing them to install applications like Photoshop or other necessary applications.