Hello 21:
You HAVE Constitutional rights - but since you're under sentence from the court, your right against unreasonable search and seizure has been curtailed. They can search you anytime WITHOUT a warrant. You certainly wouldn't think they would need a warrant to search a convict's cell, would you? This is the same idea.
Once your sentence has been completed, they're going to need a warrant again - but not now. Bummer.
excon