Wow I sure managed to get a flame war.
I have something for you to think about.
I used another solution before using the tunnel. I used to go to a friend of mine working for another company and use his computer as they did not have any firewall limitations. This took me about 45 minutes in traveling, which I charged the company for. I charge $140h, you can do the math. What I am trying to say is that you should focus on security, not limit users since they will always find ways around your pathetic obstacle course. You can throw your flames at me, but that will not change the facts.
Bye