I know what you're thinking, but yes, you can cook in your dorm. All you need is the Swiss Army Knife of dorm room essentials: The George Foreman Grill. Nothing may be easier than operating a George Foreman Grill. Seriously, walking is probably harder. George Foreman has sold over 100 million of the grills -- and for good reason. They're easier to operate than an elevator and they can help you stay healthy, too.
Sure, you can still cook bad stuff in your dorm if you want, but having the option to cook your own food, as opposed to eating out or going to the dining hall, gives you a much healthier option. If your dorm offers a communal kitchen then use it. Making even a few meals yourself could drastically increase your healthy eating options.
If you don't have access to a communal kitchen and the George Foreman Grill is out of the question, then your last option is the microwave. There are plenty of cookbooks out there specifically for microwave chefs, and some of the recipes are much healthier than your on-campus options. Just be sure that none of your microwave recipes start with the word "Hot" and end in "Pockets."