You can pretty much do what you want with your machine

Here's how a developer should be supported by IT:

Your Machine - I like this aspect of things at Microsoft. You're pretty much on your own. They have Network Boot setup when you're inside corporate so you can get a machine up and running with Vista+Office in 20 min. You can pretty much do what you want with your machine, assuming you're not installing evil software (BitTorrent, P2P) or doing evil things. The expected level of personal responsibility is great. IT is there to get me online, not to get me a computer all setup. I like it.

PS: ok, the hardware is also ok...