Life in graduate school can be very rewarding, but sometimes it is overwhelming. If have problems, ask for help: talk to a friend. Talk to a more senior graduate student, your advisor, or other colleague whom you feel comfortable approaching. Do not fall in the trap of believing you are the only person who has ever had a problem! Chances are someone will be able to understand your situation and suggest ways of improving it, or simply lend you a sympathetic ear.
If you want to ask for professional help with psychological, academic performance, emotional, or relationship problems, the university offers counseling both on- and off-campus, although they will pay for a limited number of sessions off-campus, and you will need a referral. You can get help from UHS Mental Health in Hills North; their webpage also lists all the other on-campus counseling resources available.
There is of course the dental and medical services at the University Health Services (and elsewhere with their authorization); these are covered abundantly in the literature you got from the University. Of note: UHS administers anonymous tests for HIV. They also sell contraceptives at low prices and will dispense the ``day-after'' contraceptive pill under appropriate circumstances.