If you got a work computer that is always on you could have a ssh server on there and connect to it using putty.
This way you will be using their connection to download stuff and securely sending it to yourself.
Ofcourse you would have to get permission from your work first, and I doubt they would accept it, unless you have control of their servers, but then if you get caught its a sack-able offence.
Or you could ask a friend/family if you could do it through their computer instead.