I don't know about admin creation and that seems like something that could be easily tracked.
edit: (on second thought, if they never caught us playing counter-strike and enemy territory both across the school network and over the internet...)
My school blocked the c drive and command prompt and right click as well, but one thing they didn't get rid of is shortcuts.
In explorer, go to file>New>Shortcut
then just type in C:
viola. Hope it works for you