How do I download programs to my work computer which restricts EXEs?

[teddyFBI]

My employer's computer servers, like any major company, restricts any installations on their computers.

I can download stuff, but can't install any EXEs....are there any ways around this?
And if there is an end-around, will any activity be viewable to my employer or their IT people?

[bonanz]

why don't you just download whatever you need at home and take it to work on a usb drive or soemthing?

[Corey]

I know we can run .exe's from in they're in a .zip file. We can't install anything, only run the EXE's out of the zip file. These are mainly things like small games. I continue to harass our IT guy to let us install firefox.