Your dormitory policy is very sensible. It's obviously intended to ensure that the first degree you get will be a piece of paper, not a burn. Breaking this rule endangers you and others, besides the fact that it is simply against the rules.
I recommend that you light your menorah at the entrance to the dorm building, or if that's not possible then in the dining room.
Source:
- Shulchan Aruch Orach Chaim 671:5