Proxy problem at office

[zalawi]

First of all I'm totally noobish conserning Proxies and Firewalls.

Here is my problem:

I work at a company where they do have a very fast connection but unfortunately it sux.
many pages are blocked, can't play online games, can't get any Peer-to-Peer programs to connect to any server, all kinds of messaging programs don't work like MSN.
to connect to the internet in the first place I had to fill in a proxy address which starts with proxy01 or even proxy00 would work under LAN settings and the port number. Then after launching IE I have to fill in a username and password. I've tried to fill in these info in different programs like kazaa or emule but didn't work. I've tried to download some proxy programs like S2H but I couldn't get it to work. I'm not sure if there is a firewall or not and don't know how to even check, but I'm sure that the built in firewall is disabled.

Please, if anyone knows a program that would work or anyother way to bypass the proxy or the firewall please let me know.

Thank you for reading and I appreciate any help.

UPDATE: I put the proxy settings into eMule's Connection preffrences and tried to connect to a server and it worked but I get this message - You have a lowid. Please review your network config and/or your settings. Does this mean that I have a firewall? how can I check? BTW, I'm logged on as the Adminstrator.