The web was built to be open, with people freely sharing and accessing information. However, many employers and schools block access to certain websites to preserve the productivity of their employees and students. Your boss still insists that those reports be finished before you share pictures of last nights exploits on Facebook. What a party pooper.
Sometimes legitimate websites that you actually need to get your work done are blocked, or maybe you're on break you'd like to check your Twitter feed. For those times, you may want to consider setting up and using a Tor network. A Tor network is a network of proxy servers that can reroute your Mac's Internet traffic, bypassing any filters that your company or school may have set up.