open a console window and type "nslookup www.democraticunderground.com" without any quote marks. You will get something like this, although not exactly the same:
nslookup www.democraticunderground.com
Server: 127.0.0.1
Address: 127.0.0.1#53
Non-authoritative answer:
Name: www.democraticunderground.com
Address: 216.158.28.195
Name: www.democraticunderground.com
Address: 216.158.28.197
Name: www.democraticunderground.com
Address: 216.158.28.199
Name: www.democraticunderground.com
Address: 216.158.54.195
Name: www.democraticunderground.com
Address: 216.158.54.197
nslookup will report the server address it used for name lookup - the line may begin with "Default Server ". That will probably be a server operated by your employer. If there is no answer section giving those DU addresses (216.158.xx.xxx) then your nameserver hasn't got the word about DU's current location. It may be possible to add a public nameserver to your system's configuration. But you won't want to replace your employer's nameservers completely. That would be sure to lead to trouble with connecting to services on their network. But it may also be possible that your work system is locked down and you won't be able to change its configuration to add a public nameserver.
If the name www.democraticunderground.com resolves on your nameserver but you still can't get here without going through a proxy, then it may be that your employer is blocking access to this site through their own proxy server.