A bad roommate is never a good reason to transfer, so I hope you've got more than just that one reason. You can always room with someone else the next few years--especially if you've made a friend who's also living in the dorms.

What kinds of problems are you having with your roomie? Do you fight? Is she inconsiderate? etc.
If you've tried talking to her in a civilized manner already, the next step is to speak to your RA. If that doesn't work, go talk to someone in the housing office. If THEY won't help you, go to health services, and tell them what a toll this situation is taking on your mental and emotional well-being.

(This is what a guy friend of mine did.)

Talking to the RA is the best advice. They can either be the mediator to try and fix the relationship between you and your roomie, or find a new room for you. It's not uncommon for people to move around in during the term. If your RA sucks (like a few of mine did) try talking to RA's on other floors, the ResLife manager (the manager for your dorm, the Head RA so to speak). Don't suffer this though.
I remember when i'd fight with my room mate it was HELL. but sometimes in the spirit of just making things work i'd swallow my pride, get us a pizza and soda to share, and we'd agree to just put it behind us. Good luck!

Not even 3 months into school is when I switched rooms because of my old roommate .. I'm the type of person that likes to go out and have fun and she sat in the room all the time and was quiet, didn't talk to my other roommate or I at all .. so if you two can't stand each other or whatever the reason may be you can always switch rooms and room with a friend or two that you made.

Yeah, you need to request a room change the next time you are incompatible with a roommate.
It's the school's job to make sure you are comfortable in your room so you can focus on your studies!