How to have privacy in college dorm room?

[Educated Silence]

You're in a building with numerous other people, so there's very little you can do about being overheard. I imagine you'd have had to be talking rather loud if you were overheard both times as dorms don't tend to have paper thin walls. Your privacy is going to be invaded in some way, shape, or form, but that's to be expected with college. Maybe try not talking so loud. It may not seem loud to you, but if you have a voice that carries, others will overhear you easier. If you feel the need to vent, why not go for a walk around campus (safely) later at night? You can't expect absolute privacy, but I don't see how anyone should've been able to hear you if you were in your dorm room with the door closed. Hope this helps.