You don't have to go through a proxy. Access through Facebook's secured site at:
https://facebook.com
and make sure you type out the entire link with the "S" after http
This works for websense. I don't know if it'll work for other internet filter, but please post if it works for yours.
If you can log into your account and it won't let you access pictures, you may have to set your FB account to secure:
Goto your FB account (from your home computer)
-click on "Account" tab on the top right, then select "Account Settings".
-then scroll down to "Account Security" and click "change"
-then check the box under "
Secure Browsing (https) /Browse Facebook on a secure connection (https) whenever possible" and click Save...
Now you can go to your work and able to surf through FB and able to view everything because everything on your page now will be secure too...