Think of it this way: Imagine having lived Winston's life. It was completely and totally miserable. He grew up starving, lost his mother and sister and blamed himself for it, worked a thankless job doing immoral truth-shifting for an oppressive and cruel government, had a thankless marriage to a cold woman who did not love him or enjoy intimacy, and had nothing to look forward to each day. Then, in comes Julia, who feels the same hatred for the Party that he does, that enlivens him, loves him, enjoys being close to him, and injects him with new life and vigor. All of a sudden, there is something worth living for--a person worth living for, and a cause (rebelling against the Party) worth living for. For the first time in his life, Winston feels alive, and looks forward to getting up each morning.
Now, if you look at it that way, renting the room allowed Winston to have joy in his life. It allowed him to actually feel like life was worth living. Julia, used to rebelling against the Party and taking risks, was right there with him. It WAS a huge risk, but they didn't care. They were going to probably die anyway, someday, caught for thoughcrime or some other minor transgression, so why not live life to its fullest while they could? They had this chance to have a bit of brightness in a very bleak world--that is almost impossible to resist, even if it is risky. It's hard to begrudge them that little piece of heaven, a haven from their repressed and miserable lives. I hope that those thoughts help a bit; good luck!