I say there is a high possibilty that your work has caught people on the net as it can be monitored very easily especially seen as you do wrk for a government organisation. Thus blocking access to a lot of web related pages.
A customer who comes and buys stuff from us all the time actually winged that they can't access stuff on the web anymore at wrk and they wrk for a division of State Rail!
I've heard from someone in Finland whose work connection won't work for UM when he uses IE, but Netscape works fine
What I suggest you do is go to Start - Run and type in tracert 66.129.95.39 and see if it follows a trail of servers all the way to that IP address. If so, bookmark UM using the IP instead of the UM domain name -- they may have blocked it only by domain (I'm guessing work has blocked it? Or is it loading ok, just very very slowly?).
Some people have found it loading slowly, but others without problems (works fine for me on this shitty connection)...