Assuming you're actually authorized to do what you're trying to do, I recommend the strategy as others have suggested of using your VPN client and then "connecting" to servers with manually-specified credentials.
Your machine doesn't have to be "joined" to the domain in order to authenticate to servers that are members of the domain. The technique I describe below is commonly what I do when authenticating my laptop computer to servers at various Customer sites. My laptop computer isn't a member of any of their domains, so I have to manually provide credentials to each server computer in their network that I want to communicate with using Microsoft file and print sharing.
You can do this with the GUI, but I've had horrible luck getting Windows XP to behave in a consistent manner with respect to providing credentials in the GUI. I'd highly recommend doing the following command from a command-prompt before you access a given server from your non-domain member PC:
NET USE \\SERVER-NAME\IPC$ /USER:DOMAIN\username password
Substitute in the name of the server you're accessing, your domain's name, and your usenrame and password. After you do this, Windows Explorer will let you navigate to the server computer w/o prompting for credentials (or timing out, taking wild amounts of time to display results, not prompting and just saying "access denied", etc).
When you're ready to disconnect, do a:
NET USE \\SERVER-NAME\IPC$ /DELETE
And WinXP will "forget" the credentials you've specified.
This is a good technique to know. I'm surprised how many people don't know how to do it (and are sysadmins!).
One other trick that you can do (which I refer to as "poor man's workstation trust relationship") is to create an account on your home computer (or rename and reset the password on the account you already use) with the same username and password as your work domain account. When you connect with the Cisco VPN client you will find that you are able to access work domain controller computers without any of the "NET USE" gyrations I describe above. This is because Windows will transparently attempt to authenticate with the username and password you're logged-on with. Authentication to member server computers can be problematic, and you may find that you have to go the route with "NET USE" that I describe above.
Whatever you do, be sure your IT department wants you doing this before you do it, please! >smile<
Best Answer
This can be done using Windows Firewall. You can set some restrictions based on application instead than on in/out ports.
Here you can find a nice tutorial: http://www.technipages.com/blockunblock-programs-in-windows-firewall
Regards