Yes. If you do anything remotely personal on a work computer, use a VPN or some other type of encrypted tunnel (an SSH SOCKS tunnel + FoxyProxy makes a good poor man's VPN, and can usually be configured to allow seamless integration with internal resources going over the LAN and external going over the tunnel).
I'm more likely to get in trouble for creating a VPN than I would be for accidentally sending a DNS request to YouPorn. Our IT department is insane about data security, and running traffic through another VPN will cause them to drop everything to harass you for as long as it takes you to prove that you weren't leaking sensitive information.