Being a full-time student does not determine your taxes. Tax owed is determined by taking your total income for the year, and calculating tax due on that amount. Any income tax you have withheld during the year is subtracted from the tax owed. If you don't have enough withheld, you will owe more tax at year-end. If you have too much withheld, you receive a refund. It's very common to owe if you have more than one job during the year.
You can talk to your employer about ways you can have more withheld, but remember, this is your money. If you get a refund, it just means you have made an interest free loan to the government instead of having more money to spend out of your paycheck.
