You just need to be indispensable. It also helps that my boss is 200 miles away in another office.
Fantasy sites are blocked, but early in the day I check all the boxscores, usually Yahoo since I just fade over from My Yahoo, to see what my players did and what everyone else is doing. Takes me 15-20 minutes. Since I'm good at multi-tasking, I'm usually actually doing some work at the same time.
It is addictive. I have to keep telling myself, "there's nothing new here, no reason to check anything, I'll find out soon enough anyway."