Are you trying to bypass the filters assigned to your VPN. If so, good luck... On a serious note, I would first try to understand how exactly the VPN is blocking the sites. Most likely it is blocking all traffic except the allowed sites. To understand better how the traffic is being blocked, try getting to a website using an IP address, instead of FQDN. Start with something easy, like google. Try accessing it by an IP in the browser
Another diagnostic step you could take, is try to trace the path to a website using tracert. This will allow you to see the hops the request is going through until it is stopped.
These steps may assist in giving you an idea of what is blocking the traffic, and may direct you to finding a solution easier.
Edit: With the added info that you have given in your comment, I think the simplest answer is, DON'T! I am not going to argue the logistics of whether other users may think this is good what the employer is doing, but the fact of the matter is, this is their choice to lock it down as such. Business networks are the property of the company, and if they do not want you to be able to go to these sites, there is little or nothing you can do. If you have a valid business reason to want this, bring it up to management and inform them that you NEED to get out to other sites via VPN.
I am not saying that you are trying to be malicious, but in cases of attempting to bypass Security measures, it is alot easier to be upfront and argue your case than try to do it after you have been called out for 'beating the system.'