The firewall you're talking about is very similar to the firewall in your car. The firewall in your car is designed to protect the driver in case of an engine fire. The problem with firewalls is that their not smart. They can't tell any difference between streaming media and an attempt to hack into your network. Well, you could try to find another job.
Unemployment rates are still at all-time lows.
Seriously, there are several things you can do. First, both RealPlayer and QuickTime can be configured to work behind firewalls. Contact your systems admin and ask him what you can do. Chances are, you'll have to make some changes in the the following areas. It's likely that you'll have to put some information in the windows shown above.