How could i hide my locations online?

iam working at a company that IT dep. closed iam not sure what i is but its somthing preventing me to download anything or even when iam using a download sofware like u torren or bitlord or whatever or some website i used to log on it but i couldn't and some of my friends told my about a website that i can hide my trace adn log on to the website again,so is there any software i can download to hide my download sofware and to be able to download torrents fiels?