Praise be to Allah, the Lord of the Worlds; and may His blessings and peace be upon our Prophet Muhammad and upon all his Family and Companions.
Yes, it is correct that looking at an alien woman is forbidden. Allah Says (interpretation of meaning): {Tell the believing men to lower their gaze (from looking at forbidden things), and protect their private parts (from illegal sexual acts, etc.). That is purer for them. Verily, Allâh is All-Aware of what they do. }[24:30].
A Muslim is ordered to be away from every thing that could seduce him. If he cannot protect himself in a country, or cannot follow the rulings of Shariah then he has to migrate to any other safe place. Allah Says (interpretation of meaning): {Verily! As for those whom the angels take (in death) while they are wronging themselves (as they stayed among the disbelievers even though emigration was obligatory for them), they (angels) say (to them): "In what (condition) were you?" They reply: "We were weak and oppressed on earth." They (angels) say: "Was not the earth of Allâh spacious enough for you to emigrate therein?" Such men will find their abode in Hell - What an evil destination!}[4:97].
Therefore, you are not allowed to stay in that environment and should go to any place where you feel safety for your religion and can implement the rulings of Shariah. However, if you are unable to make Hijrah (migration) due to any acceptable reason such as being weak, ill, or forced to stay there, in this case you are excused from that ruling as Allah Says (interpretation of meaning): {Except the weak ones among men, women and children who cannot devise a plan, nor are they able to direct their way. For these there is hope that Allâh will forgive them, and Allâh is Ever Oft Pardoning, Oft-Forgiving.}[4:98-99].
However, if you can give up the studies in such a mixed environment then you should do so. If you do not find any better placement, and you are in need of such studies, then you may continue there, but you should protect yourself, lower your sight, not look at women, not stay in seclusion with them, not speak to them except in the limits of necessity and should avoid all that could lead to seduction.
Allah knows best.