Running from exe on a restricted network.

I am at a college in the UK which has a fairly restrictive network. The campus internet filter (Tru-view) is terrible but luckily an old version of Firefox portable is on the main server so everybody can use it and browse freely (with the exception of websites blocked by the city college filter, which is actually quite good. Although it does not allow some coding sites such as ROM hacking or other hobbyist stuff).
The trouble with the colleges' FireFox is that it 'resets' every session so if I download an add-on I can use it just fine but if I log off and log back on then the add-on will be no more. I'm assuming this is a security feature because some real havoc could be cause if somebody added a keylogger or cookie stealer. I have no idea why this has not been removed because all people do is play on ****ing Farmville and all the lecturers + library staff know it.
My main gripe is the inability to run exes from USB. Autorun.infs don't work and I don't know what else to do. I can download programs to my personal folders on the college network but I can't install anything and FF won't work.

If somebody could solve my exe problem I would be extremely thankful. I would be pleasantly surprised if somebody could give me some general advice on how to use the colleges FF to my advantage. The operating system is some Windows 2003 server thing.

Also, I am very interested in computer networks and it is likely I will go on to study them at university. I would love some information on which universities have the best computing infrastructure and courses.