I'll offer my advice on the matter, having lived in a Reshall for a year.
Get a firewall. I get attacked 10-20x a day at school. If I stay off of IRC, it's just the monitoring PC's my school runs. I don't know why they run them, but they're not scanning my pc successfully. (on a side note, I've noticed whenever I hit download speeds of 300k/sec or more, I get a port scan from monitor.utoledo.edu. I wonder what THAT does). In the event you do get attacked from the schools network, log it and send the logs to the IS dept. I got a kid put on Reshall probation that way. Idiot tried to bust into my PC
No matter how cool your roomate is, if he doesn't have his own PC, lock yours DOWN. My roomate gave all impressions of being a cool guy, a good christian, what have you. He looked at internet porn non-stop. On my PC. I locked it down with win2k, and gave him MS Word access only
Theft wasn't a huge problem in my reshall, but I lived in a pretty safe one (Honor's students took priority to live there, so no troublemakers of note). My idiot roomate had a habit of walking out and leaving our door propped open for hours on end. Never had anything stolen. I don't plan on taking that chance next year.
I lived close enough to my home that over Christmas and Spring break, I took my PC home. Christmas break cause I wanted to play games, and spring break cause I heard some PC's were stolen from another reshall over christmas. My roomate showed me just how easy it is to break into a room when he jimmied the lock on our neighbors door when something in the mechanism failed and locked one of them in there
I can second that case-lock thing, although if your floormates aren't tech savvy, its not really nessecary. I was the resident "geek" so I never used one. If anyone would have been stealing hardware, it'd have been me (I didn't) because I was the only one who knew how.
On file sharing. If your school blocks them (and they usually do), be careful using them. Get no more then 1 song an hour. Large files limit to one a week. I singlehandedly got Scour Exchanged blocked at my school by downloading 6-8 movies the weekend I moved in. My roomate did the same thing with SongSpy. 300mb+ of mp3's in one day, they noticed the traffic spike and blocked the service. The people who make Audiogalaxy are really cool, my buddy used it a lot, and when our school blocked it, he emailed them. They sent him a patch that fixed it
Most importantly, have fun and be social with your floor mates. I miss living at school, my floor was basically 40 guys who were all buddies. It's so much better that way.