If you find the company firewall is blocking RDP and you can't get that changed, try using an HTTPS-based product such as GoToMyPC from Citrix. It basically achives the same thing but using HTTP(S) which most firewalls will allow as it simply looks like any other web traffic at first glance. Note that
really smart administrators sometimes set their firewalls to specifically block this type of content as well but it will be worth a try.