I check the network traffic at my work and there was a person a couple of months ago that started using these sites. We could not tell where he went once he got to them but his time spent on the proxy site was quite large as well as the bandwidth. Sure we could not tell where he was going but who spends 4+ hours on a site like that to go to msn or google....
We had a talk with him and he has not been let go but pretty much let him know if it continues then it can lead to that. I don't want to get someone fired over something like that but come on 4 - 5 hours surfing a site like that, one time his total browsing for the day was 11 hours. How the hell can you even do that.