If I need to authenticate, I shouldn't be able to connect to the network, right? I think there is no authentication required, as other users just get connected to it and get internet without any trouble.
If there was no authentication required the network would be open to the public, which means anyone walking by could use it. Your network guys wouldnt have that.
Not being able to use Internet or browse network without being authenticated is what a company wants.
I may buy a cheap usb to wi-fi adapter but do not want to get troubles at work with that.
You could always ask your IT guys about your problem. When I asked mine I got the answer above.
You have to be sneaky about it. You have a number of options. Create a wifi network that doesnt broadcast the name so anyone scanning wont see "CraigWifi" for example. Or what I do for ease is call it something related to a nearby store.
Enable security on whatever you create so anyone trying to connect needs a password.
I recommend you ask your IT guys first.