Dorm room question.

So this is a pretty crazy question.
I am planning to buy a wireless router so I can have a wireless connection in the room. The dorm room comes with an ethernet connection port for high speed but I am guessing it is connected to a master router that has many ethernet connections for many other dorm rooms. would I be able to use airport express in my room and create a connection or not because of the already connected router? and if not, is there any possible way of creating a wireless network in my room (they have it for the classrooms and library and lounges but not the wing that I am in.. ) ? And they IT staff said that we are allowed to create our own connection, but they didn't tell me how... THANKS GUYS. Just thought it would be much cheaper if I could roam on WiFi rather than use 3G and get mad data charges...