If they are blocking ports of the program you are using to download you may be able to use different ports that they need to leave open for other things.

If they are blocking the file based on the MP3 extension, you may be able to "save as" another allowed extension e.g. gottakeeparunnin.doc or gottakeeparunnin.pdf instead of gottakeeparunnin.mp3 then just rename it once you have it on your computer.

More info on what they are doing and what you are doing will probably get you more specific answers and possible solutions if any exist.

UncleVom