I'm an admin for medium-large operation so I can tell you a bit about the way our "net nanny" works. The vendor for our nanny software updates a database file periodically. This datafile contains sites and terms to block or allow. By default most sites with words that have been related to banned material are blocked. I have now idea, but say there's a site out there called hotamigababes.org with naughty stuff posted. By default our vendor's database is going to block most if not all domains with the words hot, amiga and babes. The vendor does some manual surfing and removes legit sites from their block list when they find them, other times they don't. When a legit site is blocked because of a flag word but shouldn't be, we contact them and ask them to update their database with the legit site to allow. In 1 to 2 weeks we get and up dated datafile that stops flagging the good site.
The message you're getting is generated automatically. At our place you get a similar warning. If your IP and the blocked site start hitting a threshold count, you show up on a list that some one is going to be checking. At our place if the threshold is hit, some one will do some investigating. A user trying to hit a legit site blocked by mistake isn't going to get in much if any trouble once the facts are known. However, I have heard stories of places where it doesn't work that way. You hit a site repeatedly that you were told not to, HR was flagged and you pink slip is being spat out on the nearest laser printer.
You say you're at a new job, so you probably can't call up an admin buddy and have them update the site filter. At our place users can request a site be unblocked. We check it out, and if it's clear we send an update to our vendor. Until you know the policy at your place it's probably best you wait until you get home to hit that evil amiga.org :-)
Plaz