I agree with Fallon. SSHing, Remote Desktoping, or whatever protocol you use to get to your home computer and use your internet connection from there while at work is still probably breaking rules.
If you want to, on your lunch break, check your e-mail at home, etc., I'm not gonna complain about that (unless your company has rules against even that), but while you're at work, you're there to work.
That said, I'm an IT folk and tend to be pretty overzealous about tracking down people
We've got programs that will pick up on any outbound sessions and figure out what kind of traffic it is, flag it appropriately for review, and if really necessary (IM traffic), it'll send a pager alert so we can get a hold of the individual and shut it down immediately.