^Couldn't have said it better. I just returned to Penn State for another year, and we're limited in two ways. First, we have to register the MAC address of our device, along with the ethernet jack that the device is being connected to, in order to get a connection. Only one device can actually be registered at a time. Second, we have to set up any wireless hotspots through the housing office and residential computing guys... like Bill said, your device is now the weakest link in their network, and they don't want you turning into a security hole.
It wouldn't surprise me if your school also has a specific setup routine for devices connecting to their network; if not, we can help you get a wireless router set up, but I'd definitely check with that first.
I myself have an ad-hoc (computer-to-computer) network running that shares my desktop's internet through its wireless adapter to the other devices I have, and it seems to be quite well, but that really isn't an option if you don't have a desktop in the first place, and I've had trouble trying to get it to function if all the devices run a different operating system. There are definitely better ways to do it, but it is an option if you definitely can't have access to a wireless router or hotspot.