You're absolutely right that IT would blow a gasket for you setting up a wireless router behind their firewall. But, there's a lot of things you could do to make it less open to others (might mollify the IT guy when you get caught, but he'll still be torqued) These include setting the router to not broadcast the SSID, making the SSID something unique and unguessable, using the strongest encrytion your card will support, and using MAC adressing on the router. I do all of these on my home router. MAC addressing is set on the router (not the handheld), by telling it to only allow a particular item to access.
Given that it's only temporary and short range access that you want, have you considered a Bluetooth to Ethernet router? I don't know what the security issues may be. If it's something worth pursueing, ask LisaG, she runs a BT access point.