Some computers require admin access to install apps, especially VPNs because of the extra configuration they have to do to the network settings. My workaround is to run Putty in portable mode, set it to listen on dynamic port 8080, then use RDC/Chrome/Whatever to connect to 127.0.0.1:8080. Then you set it to tunnel all traffic over your SSH connection. Almost as good as a VPN, and now all traffic is encrypted over SSH.