all comes to down to how they are doing the blocking.
If its port based you can perhaps change the IM client to use a non standard port to get around the problem.
If it is application level filtering then it doesnt matter what port you use as the filtering device recognises the packets as certain application types and blocks them no matter what port they use.
I'd be looking for a 3rd party app that lets you change the port and see if that works firstly. If not then it is web based only I would say.