TX school I work for did not deduct federal taxes from my paycheck

I received my W2 recently, and the federal withholding box is blank. I went to the payroll website, and my W4 says I am not exempt from withholdings. I spoke with HR today and was told I am responsible for deducting federal taxes from my paychecks. This does not seem right, since I am a full-time permanent employee, and this sounds more like what  freelancer would have to do. Any help anyone can provide would be greatly appreciated.