Using group policy, your machine can be configured to not allow USB drives or other sorts of revmovable memory devices. The use of such devices can also be tracked.
There are also many network management tools that allow the blocking and tracking of all that goes on on the office computers.
If it is against policy, there are probably allowed exceptions, and if your need is as innocent as you claim, there should not be an issue.
The thing to remember though is that these are not your computers, they belong to the company, and the company has the privilege of deciding what does and does not occur on those computers, and the operating systems of today offer your company vast and powerful tools for ensuring you do not act against policy and that if you do, they are informed of it.
UPDATE response to comment:
Group policy and any good monitoring tools will report whether the LAN is connected or not. They will simply save the logs until when they can transmit them back to the administrators.
Your best option is to talk to your supervisors. Any good sysadmin will not be fooled by your methods of circumventing their protections, and even if you successfully hide what you're doing, the fact that you're hiding it will probably not remain hidden and will raise suspicions on it's own. Let your supervisor know, then when IT asks why you did what you did, your supervisor will be able to tell them it was with his permission.
A good sysadmin will find out. You should work within the structures defined by the business unless you really don't care whether or not you get fired.
1Well, I figure there's a reason why pen drives are disallowed? – BloodPhilia – 2011-08-03T16:23:21.310
Yes because they can't trust employees. But in my office internet speed is too good. I live in India and in India this is rare. At home it is not possible for me to download all these training videos. With much effort I have collected them and I need those at home to train myself. – TCM – 2011-08-03T16:25:08.097
It is possible to track, its just very unlikely. – soandos – 2011-08-03T16:26:31.167
No I am not talking about downloading or uploading. My question is about using pen drives. Can it be tracked that a particular user used pendrive and copied videos on pen drive? This is my only question. Downloading is all allowed. They do not care about who downloaded what. – TCM – 2011-08-03T16:31:53.377
4Yes, it can be tracked. Its more common to just prevent users from using USB drives. – TookTheRook – 2011-08-03T16:35:41.197
1I would just ask for permission. If you are downloading materials to you can learn to do your job better on your own time, I can't think of too many employers, who would be against that. – KCotreau – 2011-08-03T20:32:01.610
1If company policy doesn't allow it, you are playing with fire. If you play with fire, don't be surprised if it burns. On that note, it never hurts to ask. It shows initiative. – surfasb – 2011-08-03T21:10:41.607