>Well it depends. If I wanted my friend to be able to surf whatever webpages he wanted at work by bypassing their firewall, or a friend overseas who wanted to get around their government restrictions - sure. If I was a system admin and didn't want my employees screwing around all day on unapproved websites or a dictator of a repressive communist country then I would not.
Ok, so internally, that software uses alternative routes (protocol) to go outside so users can bypass the local firewall and do whatever they want.