Hi, good question! you have the right to protect your self from any concern of your privacy, so is legal, also you can use another anonymous browser like Tor to keep safe your privacy.
I believe and recommend the tor browser as a VPN because it is open source and free, instead VPN. https://www.torproject.org/
firewall, go through firewall or internet security settings and facebook should show up on a list. if you are a a job, some jobs put a firewall block on facebook. try https//www.facebook.com. only thing different is the httpS. very important.
Depending on your technical prowess, it's often easier just to circumvent the firewall itself with the use of a proxy or proxy like software. There's this software called Tor which routes your computer into an international conglomerate of other people, thusly allowing you to tunnel through them to a different website.
Here's the website. http://www.torproject.org/
If you're looking for a simply fix, in the downloads section is something called the "Tor Browser Bundle", which includes firefox, and everytime you start that program it, it automatically matches Tor with it, and you can browse the web through proxies and anonymously.
Hope that helps.
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