You do have to be a bit thick to use a company facility, whether tangible or electronic, for anything which could be used against you.
Basil sums it up in a nutshell.
Most people employed by a company of any reasonable size (i.e. anything with a full-time HR rep or department) will no doubt find that if they bothered to read their employment contracts, they would no doubt find words along the lines of "company facilities are company facilities, your usage may be monitored or subject to investigation". People would also do well to read their company's ICT policy.
Quite frankly, people who are subject to optional monitoring should be eternally grateful they don't work in a regulated industry where everything you say on the work phone is recorded and everything you email is securely stored in a read-only tamper-proof archive.
Buy a smartphone or a tablet out of your own pocket and your own SIM card, and use that for any private purposes. Do not use any of the company infrastructure,
INCLUDING WIFI for your personal use !