At work there is a proxy that (understandably) blocks all ports except web ones.

However, during lunch hours you are allowed to play online games. But as ports are blocked, multiplayer games are out of the question.

So I was wondering, could I set up a tunnel on a web port, that would then allow me to access those blocked ports, through the port 80 tunnel whilst still being behind the work proxy?

This is in a Windows environment.