Connecting to Xbox 360 Live MTU Settings?

I am trying to connect my Xbox 360 to my school's dorm network. I am plugging the Xbox directly into the wall here, because I don't have a router. When I try connecting, it says "Your network doesn't have a sufficient MTU setting. Xbox live requires a minimum MTU setting of 1364". I can't change any of the settings myself. Will I need to get a router to make this work?