Can't connect to Steam at my college

I'm at my local community college now (Pellissippi State Tech) and for some reason steam will not open here. I have no clue why, I tried contacting steam and they told me to connect my computer directly to the modem
I'm at a college...I can't freaking do that. lol. All they do is read from a book and have been no help to me whatsoever. I was hoping maybe someone could help me out? Everything else works perfectly fine, except for steam.
