How to block SSMS from accessing the internet?

How do I block SQL Server Management Studio from accessing internet sites? Let me set the stage. I'm sitting behind a Bluecoat proxy server at work. We have a management policy forbidding us to access the internet using a privileged account. And I need to use a privileged account to run SSMS to perform database administration. So to perform database administration, I "runas" SSMS with my privileged account. I suspect SSMS is opening a connection to a microsoft.com site for unknown reasons. The Bluecoat proxy server sees this unauthorized internet connection, gets mad at me for violating company policy, and blocks internet access to my IP address for the next hour. I'm aware that SSMS checks for updates by default at startup. I've turned that off. Something else is going on.