There is a stink bug in my dorm room! But it's in my lamp how do I get it out without killing it?

I can't see your lamp so I can't give specific instructions. I suggest you take the lamp outside and shake the stinker out. If that doesn't work, mix a tsp of mint extract in a cup of water and spray the lamp. Most bugs don't like mint and they won't stay. You can use a vacuum cleaner, but then you have to discard the bag immediately.