A few years ago, in my last position, we implemented a filter on our internet connection... here were a couple of calls we got in the first week:
HR Manager: Why can't I get to [local supermarket]? I need to do my online shopping
IT: Corporate policy was to block shopping sites during office hours - you can access the site during the lunch break and outside of office hours though
HR Manager: But I need to do my shopping now! (this was about an hour before lunch)
A little more direct:
Salesman: Why can't I access those porn sites I have bookmarked?