Alas, my CAG browsing days at work are over.
About a week ago they instituted a whole bunch of site blocks. Most notably to me cheapassgamer.com and cheapyd.com. Apparenlty CAG is gaming/blog related and cheapyd is a gaming site.
Other sites to go are sites dealing with weapons, and adult themed content sites, such as tshirthell.com and some demonbaby.com site my friend went to, along with countless other sites that make the internet fun. Those are just a few off the top of my head.
According to the warning message they aren't considered appropriate for the business environment.
Oh, but Longaberger and eBay apparently still work. Apparently those are ok for business time...bastards.
It's no specific firewall that I can tell. Just the company logo that says you can't view the site because it is (whatever the site pertains to) related. They do have a link at the bottom that says, "If you think you have reached this warning in error, click here to proceed to the page." Then it gives a long warning about how all internet usage is logged and reported, etc.