You want to bypass a proxy filter? Or do you mean you want a portable Firewall? Like the Yoggie Firestick Pico USB stick firewall.
You shouldn't be able to do the first as it would defeat the whole object of the firewall in the first place and shouldn't even function - it would probably hang or crash your machine too.
If you mean bypass a web filtering software then some people use anonymous proxy sites but they leave themselves open to data theft; that is not advisable either under most circumstances.
Other than that I have totally misunderstood the question.