The first thing to do is to determine what ports are allowed through the firewall and what ports are blocked.
If there is a port which is allowed to be sent outbound, you then setup a server somewhere else on the Internet with something answering on that port.
If you want to browse the web, you would put a web proxy on that port.
Me, I am more likely to put an
ssh daemon on that port. That will allow me to login to a Unix shell and go anywhere from within that shell. 8)