If you need it for your job, that should be the end of it. You could tell them that they can either unblock it or start expecting you to turn in projects with "missing pieces" that are their own fault.
As for non-work uses... different companies have different policies, but sadly the USA has so few employee protection laws that your employers can say anything they want is a "policy violation" and can fire you for any reason, or no reason. Nowadays you're probably better off just getting a 3G phone (like my iPhone
) and trying not to use office computers for any more than you have to.