Hi Edzy,

Using the most obvious solutions, Steam isn't gonna happen. Pretty sure it uses multiple ports, so it could be a bit of work getting it past the firewalls. Also, most games from Steam download hundreds of megabytes of data, if not gigabytes, so you would probably get in trouble for larding up a school PC with that much stuff. My advice: forgo Steam.

For web browsing and downloading apps such as GIMP and Blender, here's how you do it:
  • Google proxy surfing
  • Poke through the results, look for a proxy that is free
  • If the security at your school is decent, they're going to block many of the free proxies, so just keep poking until you find one they didn't plug
  • Once you've found the hole, download the apps you need
  • Be aware that active security teams will usually plug the holes within a month or so. Don't rely on a single proxy forever!