Lots of interesting talk here and reminds me of my days dealing as a Business Systems Analyst for a company's IT/IS security department.
To the OP - Consider creating a virtual machine (Windows) for connection at work. Let your workplace do whatever it wants with the virtual (you can set it up to not talk to your host system on your laptop in most cases). You could also consider a dual boot system and for your personal system encrypt it. That should help protect your private stuff. As for network use at work, depending you who handles your network and security it would not be unusual for some types of network activity to raise flags as there are all sorts of devices, network appliances and software to help those handling security or audits get some usable information about a network user's activities.
As for some other folks here - a decent company does NOT let non-company computers on their networks unless some special agreements are made and followed through upon. Often, outsiders might simply gain access to internet only (such as venders). IF non-company systems are to be on the network, often they are give a list of required software that must be on the system, agreement to add as needed (typical will be anti-virus, possible applets to show port activity etc.). Also, agreements may be made that users with their own computers NOT use certain software that exists on the computer. In short, the "visit" on the network is heavily controlled by user policy agreement and by explicit usage rules.
Candidly, if I were in charge of any network security in a large company, no employee would ever be allowed to hook up a non-company computer to the network. If there was a forced situation, then potentially VLANS are in order and very limited access that is monitored heavily.