Depending on how the firewall is setup, you may be able to transfer FTP stuff through the HTTP port (80). However, some firewalls restrict on different levels than others so you may be out of luck.
A simple (although somewhat tedious) way around this would be to get a telnet account on a remote Linux/Unix server (assuming your firewall lets you use telnet-most do). Log onto that account and ftp the files via that machine and link those files (to a web page if you want) to allow http file transfer. You will then be able to download that file from your work computer via http.
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TBird 880 (oc 110 x 8) /
ABit KT7 (YH) VIA 4.29 /
256 MB PC133 RAM /
TNT2 16MB (oc 160/160) Det 7.58 /
Maxtor 5.1GB 85120A8 & 40GB 5T040H4 /
ESS 1869 & NetGear FA311 10/100 NIC /
Win2k Pro SP2