unt0uched

Is there any way I can avoid this ? Is there any software for Windows and/or Linux that I can install ?

I am in a network and I connect to internet through a server. Can the admin of the server spy me ? I mean, can he see what I am doing on the internet ? For example, see which sites I visit, the passwords I enter and read my IM conversations ? Please if someone could point me to a good piece of information regarding this, I would be thankful.