I never went to college, but I have "coached" friends who were in college. What these guys are saying is right. The only time you want to be in your dorm is when you're sleeping, or getting laid.
Go out. Attend every local event, party, and make small talk with everyone. Don't worry about what lines to say. A simple hello in the halls, on campus, where ever. Hell you're new and just making friends. People shouldn't give you **** or the cold shoulder for that.
I know this goes against a lof of guys beliefs, and mine to a degree... But sign up for Facebook. Not MySpace. This way when you're not around your room, you're still "advertising" yourself. Just post some pictures, and you're always looking to have a fun time. With Facebook, if you get contacted, it's so easy to meet up within minutes (depending on the time of day). There's much more comfort. A person who's throwing a party can get their friends to meet up with you and your friends at XYZ location. With MySpace it's like a spooky penpal.
Another thing that gets over looked is having good manners. If you're nervous, they can lead to conversations! Holding door or elevator for instance. Either you say thank you, or they say thank you. Continue it from there!
People have no idea who you are. Now is the time to show them the best YOU.