1) Find a new gym.
2) Use Dry Hands instead.
As Mark Rippetoe says, any gym that doesn't allow chalk isn't a gym, it's a health spa. But let's face it. Many of us don't have a lot of choices when it comes to which gym we can use. It is not like your local corporate gym is about to take down those ridiculous "No Chalk Allowed" signs and install chalk buckets. That's where Dry Hands liquid chalk comes to the rescue. Dry Hands works like chalk, without the mess or residue. Rub a tiny amount between your hands before your training session and you are set for your entire workout. This stuff works great, keeps your hands dry, stops your hands from perspiring, and then washes off with water. Feel the difference with DRY HANDS, the most natural and comfortable grip available in sports today.