The corporate LAN that I've been known to haunt is fairly typical of most that use the SMS delivery method.
Windows 9x
If your a windows 9x/Me user then your probably pretty close to being stuffed, as SMS (AFAIK) does most of it's evil through a domain logon script.
If somebody knows how to kill this in the registry without taking out the rest of the profile stuff, you get my open mouthed awe.
If you can't make the upgrade to NT and you've got a little free reign with the cabling, I'd investigate getting on old unused machine,setting up something like
E-smith and running your own (sub)domain throught it.
Windows NT
This one is a little easier as you can just set yourself up for local logon instead of domain logon. This way you loose out on a little trust but don't need to deal with logon scripts.
The only pain comes around if (or when) your corporate domain user password expires. Then you'll need brief access to a Win 9x box to login and change it. It's not perfect but my dept' has found it the better of two evils.