Just get a computer lock. It is essentially a skinny bike lock that attaches to a hole in the back of your computer (I think you can even attach it to a fake pci card) that is about six feet long with a small loop on the non-locking end.
You loop it to something that the thieves aren't going to steal, say your bed, and then lock the end to your computer. It is not foolproof, but it should keep your case in your room.
Put locktite on the components inside your case, or super glue if you want to get super permanent, just don't use so much that it drips.
But on an up note, I think that 'computer theft' refers mostly to laptops, and even then it is probably not half the problem you expect it to be. The easiest solution is probably to just lock your door when you leave the room. And it has been my experience that the people who were dumb enough to steal out of dorm rooms were also dumb enough to only bother stealing from the floor they lived on. So they were always pretty easy to catch.
Good luck, and have fun!
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"Socialism is a philosophy of failure, the creed of ignorance, and the gospel of envy, its inherent virtue is the equal sharing of misery." - Winston Churchill
"All men dream: but not equally. Those who dream by night in the dusty recesses of their minds wake in the day to find that it was vanity: but the dreamers of the day are dangerous men, for they may act out their dream with open eyes, to make it possible." Seven Pillars of Wisdom, T.E. Lawrence
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