Yeah, that's a tough one........I always had my own stereo and was not afraid to crank it Buzz Lightyear style.......(i.e. to infinity and beyond!)...
I also was fortunate to have a friend from my home town for a roomie.
At school I saw tons of strangers thrown together in dorm rooms. Some did well, some did not. You need to find a nice way to tell your roomates that cranking your stereo to 11 is unacceptable. Also, pulling the plug while you are gone is not a bad idea, although they might take it badly. If you are past the point of wanting to be buddies, f*#k em and pull the plug. You are nice enough to share your stereo, and if they are abusing it, you need to protect your property.