Sorry to hear of your experience of Pensión Dalí. Just wanted to comment that this place isn't a youth hostel as you mention above. It's a pensión with private rooms.
Many (or most) pensions and hostels are located on upper floors. Remember, for years and years you had to climb 5 flights of stairs to reach the famed Madrid Hostal Adriano until they got their elevator.
I've never met a hostel/pension owner/receptionist who showed me to my room so your experience there is not unusual at all. They don't even show patrons to their rooms in hotels - unless they have a bellboy at the reception desk.
"Small, dirty, and just plain gross", eh? Sorry to hear that. Can you be more specific about the "just plain gross" part? Pension/Hostel rooms are usually small but typically they're clean. Was the floor dirty in yours? The bathroom? Did you have some problem with your payment?
Did you, by chance, conduct a SEARCH in this "Hostels & Other Lodgings" forum category of this place before you made the reservation? If not, that's a shame.
By conducting said search you'll find a number of negative reviews (and no positive reviews) including two by member Mongo here
(one by FREDDHELLO too), two by two members here
, and I've got to tell you that I spotted Pensión Dali
when I was in Barcelona last March - and thought the place was condemned! YIKES!