Very few networks that aren't part of ISP servers use co-ax. Heck, I'd be surprised if he happened to have a computer or router that supported it that wasn't a router/modem combo.
What you've read about wireless being more secure than a wire is not correct. The core reason WiFi is encrypted is so sniffers can't pick up your data. In fact, the only time it's truely encrypted by the network is when you're sending already encrypted data. Your wireless card encrypts the data and then is decrypted by your wireless access point before being sent off to the school's network. With WiFi anyone anywhere within the range can pick up your data without even connecting to the network with free (and legal) tools that come standard in a linux distro called Backtrack. Wired on the otherhand is much easier to protect as one would need to put a physical device in line with your network which is pretty visible in a dorm room.
Something to remember, hard-wires are always more secure than wireless.