Many networks assume that a firewall or proxy server prevents internal users from going to unauthorized sites or passing internal data to the outside world.
That's a bad assumption. Firewalls are not miracle workers and represent only the very first step in limiting access to your network. For one thing, if they're not configured properly, they open your network to tunneling.
Tunneling is a procedure that allows communication in an environment where communication is inhibited due to firewalls or proxies that restrict traffic. For example, applications such as Proxytunnel and HTTPort can easily allow people behind a proxy server (which allows only web surfing) to tunnel any TCP/IP session, and misconfigured proxies inside an organization's LAN/WAN can also allow unauthorized users to tunnel into their network.