That depends on what part of Net Nanny you want to get around. The software has a few different features.
If you want to get around the URL blocker to browse the web, just use an
anonymous proxy such as one of these
anonymous proxy servers.
If you want to get around most of Net Nanny's other features, just boot up a different OS. You can use
Bart's Preinstalled Environment (BartPE) bootable live windows CD/DVD to boot Windows from the DVD drive and then you never have to interact with Net Nanny.