how to bypass firewall

[Parth]

Hello everyone,
I need some help regrading byassing firewalls.My college has internet
aces but it prevents us from dowloading music(*.mp3,*.mid,etc.)from the
net.I use a win xp sp2 and browse using ie 6. Is there any way how i
can dowload music on my computer using this connection. (We have a
proxy server throught which all the connections pass)

Thanks,
Parth Shah