Sonicwall is a brand of firewalling appliance. They also offer an option for it that does web filtering.
Your best bet is to either tunnel out (using SSH or something) to an anonymous proxy server or find out how it is comfigured (i.e., can certain IPs pass unfiltered, etc).
Be warned, since it is a full-blown firewall, it can and probably is logging all traffic coming in and going out.
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