We had websense at my high school when I was there. We did a few things to bypass it.
1. Try setting up remote desktop on your home machine, that way you have access to all of your files and you can look at any site that you could at home. I wouldn't recommend trying to watch videos over remote desktop though.
2. Try something like
http://www.phproxy.org/ or setup your own, they have the source code for it and web hosting is really cheap.
But websense was always a huge thorn in my side at school because it stopped me from getting actual work done sometimes.