Based on the details provided in your question I'm making the assumption the computer at the university that you can remote desktop to is using Windows, furthermore according to the details your user is not an administrator or in the administrators group of that computer. Therefore, it will not allow you to turn on the connection services needed to use the built-in Windows VPN.
You comment that the services are "blocked" when you try to use software based VPN services. By blocked, if you mean you cannot install the software because your computer user doesn't have the appropriate permissions on the computer you are remotely connecting to, then there is no possible way to use the internet connection without simply using the web browser on the computer itself.
Otherwise, if you mean the network blocks the various port numbers used, you can simply specify an alternative port in third-party (not built-in Windows) VPN server you install. A good alternative VPN server is OpenVPN, it is free and open source. http://openvpn.net/
Note that all network activity through that computer can still be tracked by network administrators, so I would encourage you to follow the same rules and guidelines outlined in your Network Use Policy or Acceptable Network Use policy to be sure you are following them and acting within not only the rules of the University but local laws as well.
I used to work in IT in two different universities, I will admit some students and staff alike had interesting scenarios for using different remote connection types. Our network staff would not unblock any of the ports they chose to block because of various viruses that use some of those ports primarily, but it was acceptable to run the services that generally use those default ports and just change the ports from the default selections.
2How are you planning to connect to the servers without already being connected to the internet? – Der Hochstapler – 2012-06-26T20:37:58.857
1Remote Desktop in, and use IE from the remote desktop? Otherwise, stop trying to circumvent your school's IT security. I highly doubt they want you running VPNs and Proxies on their computers or network. :) – Ƭᴇcʜιᴇ007 – 2012-06-26T20:40:01.000
2So is your question asking the community here to help you circumvent the security controls at your university? Not sure that's the most appropriate question... – Rory Alsop – 2012-06-26T20:40:45.200
I am connected to the internet, that's how I connect to the servers. I just want to use the connect through the servers (maybe this is not the correct expression.) – hattenn – 2012-06-26T20:41:00.413
@techie007: I think that's pretty much what I'm trying to do. Not that I'm desperately in need of the connection at the server, but just for the sake of doing it. If that's against the rules of superuser.com then this question can be deleted and I can continue my research somewhere else. Thanks for the comments though. – hattenn – 2012-06-26T20:48:26.987
If you have an internet connection on the computer you're on, just use that. – cutrightjm – 2012-06-26T21:22:42.280