Students often do psychology research at CMU. Early on in your freshman and sophomore year, you may be asked to participate in the research of your fellow students. It can be a great learning experience to be a participant and see how research works from a subject's perspective.
Later in your years at CMU, you can get involved by helping faculty with their own projects, or in conducting a study of your own design (under the supervision of a faculty member).
Students who conduct research typically get to present their work at professional conferences such as the Rocky Mountain Psychological Association, or even large national conferences like the American Psychological Association. We've got the pictures to prove it!