windows xp - Avoid corporate blocked URL's when on Cisco VPN

When I'm on my home PC and on my company VPN I can't get to sites that my company blocks.

Is there a way to get around this? Why do my requests to facebook.com go through the VPN? Can you configure your system to, for instance, not go through the VPN for HTTP traffic?

Update: We are using Cisco VPN v 5, I'm running on XP