Can we legally demand a second opinion? How?

My boyfriend was recently injured at work, where he is an overnight grocery stocker; he had 2 cases of cans fall and break his thumb in 2 places. He was given 2 weeks off of work from the hospital, given a splint, and told to return to work. However, he visited an orthopedic surgeon who said that if the thumb were re-injured at all it would require surgery to fix, and that the splint the hospital had made was re-breaking his thumb every time he used it. He was given a proper splint and told to return in two weeks so that physical therapy could be started if he was healed enough. When we contacted the HR department for his employer, he was told that he had not asked permission to see a doctor, and that he would have to see the doctor they use. That doctor, though initially concerned with the injury, immediately changed his tune when he found out my boyfriend was there for workman's comp from the company. Can we demand a second opinion from an unaffiliated doctor? How do we do that?