Airport Express Problem

Ok so I live in a dorm on campus and my dad bought me an airport express for me and my roommate to use. So I set it up and follow the instructions and everything. When I try to connect to the internet I can't but it shows that there is a wireless connection and that the strenght is all the bars in the menu. Is something wrong? What should I do? My roommate can play his music through my speakers. If any more info is needed, I will gladly provide it.