If they allow USB sticks (and for the record I use IE every day). Bypassing the security audit in most places of work is a sackable offence. Most companies will not allow you to get out of the network without going via a Proxy anyway so, depending on how the firewall is configured, you will still need to enter the proxy server details into there which you probably won't have.
Seriously if you want a different browser raise a call - if they're any good the can at least give you reasons why not or you may get lucky. You might find that, corporately, you will need to use IE (Sharepoint / CRM / etc. require it).
M.