Data going back and forth isn't relavent. There will always be data going back and forth, as that is the intent. The fact that the data is encrypted is relavent, because it can't be read.
SSL has the data encrypted from the time it leaves the browser until the time it arrives at the destination. Ditto for the return trip. This eliminates the record in the employer's server and router logs.
A dailup from a laptop doesn't use the employer's equipment at all, but that's assuming you have a line. Most corporations have digital lines so you'd have to convert to analog using a product like the Connex, or user the handset input jack and be limited to 9600 bps. A cellular would be both slow and expensive and tying up an empoyer phone line would draw even more attention. Besides being slow, this would be a last alternative.
SSL gets decrypted upon arrival back at the user's browser. That's why it ends up on the user's PC. Yep, that includes passwords and banking information.
Orangatango uses a propriatary browswer plugin so for paid accounts, it is possible they offer an option to keep stuff off the PC the user is surfing from.
Orangatango is being used as passthrough so the employer's server and router logs will just show access to Oragantango's site. Howerver I did test it (free account) and it rained all kinds of stuff on my disk, including photos and the site visited.
The link in my earlier reply creates a proprietary link between the computer where the typing is taking place, and another computer, like the user's home computer connected to a broadband link like Cable or DSL. It does not have to be a static link (assigned IP address). The only info collected on the employer's PC, Server, and Router Log is binary gibberish from the graphics info being passed back and forth, and of course, the site used for the tunneling, but only for the initial connect.
The issue isn't whether or not you leave a trail, as you always will. The issue is whether the trail contains readable data on the employer's hardware, or better said, "can the boss tell what you've been doing".