Chances are pretty good that they monitor your actions on the computer, so playing PC games or emulators is out of the question. If you think you're pretty good at being funny, you could bring some blank paper with you every day and draw comics. Another thing you could do is bring a handheld system such as a DS, because if you hear footsteps it's really easy to close it into sleep mode and pocket it (You can leave the stylus on your desk, as it is a generally inconspicuous looking accessory.) If you're really concerned about getting caught, get a TI-89 Titanium and install some games on it, because it always looks like a calculator even when you're not using it as one, and is even easier to hide than a DS because you can just leave it on your desk.
Of course, you could just push staple after staple out of your stapler and then fold them together to make art.