Hold a conversation with your incompatible roommate to discuss the issues that you're both having. Whether or not the dorm mate realizes that both of you are incompatible, you must address it.
Come to some agreements concerning whatever is bothering the both of you. If the problem is that the dorm mate is a night owl and you require sleep, ask that the roommate spend some of his or her time outside of the dorm room at night so that you can get your sleep.
Allow for disagreements to occur, but never let the differences escalate to a verbal or fist fight. Together, you and your incompatible dorm mate must be able to discuss how you can get along better.
Spend some time outside of the dorm room with your dorm mate. Find a common interest and spend some quality time getting to know each other. Many times roommates that seem incompatible can find something in common to better their living experience.
Ask your residence advisor to help you deal with the incompatible roommate. If he's doing illegal things that you're not comfortable with, seek assistance to address the problem.
Celebrate your differences and learn more about your dorm mate so that you can appreciate her.