Perhaps the user is not deliberately trying to circumvent the Internet controls placed on his work environment. Perhaps the I/T department has done a poor job.
I once worked in an office where the managers bragged that we couldn't surf the Internet, although they allowed us (supposedly) access to one web page for a network news affiliate (so we could keep track of anything major going on in the outside world.) Well, once we went to that page, we could click any link that was available to that page. (I don't remember if we could enter URL's of our choice, but we weren't as "blocked" from the 'net as our managers liked to brag.