In case anyone else is interested in this, I had to install the CGI::Ajax module into my home directory and then reference that path in the script like this:

use lib '/usr/home/username/perl5/lib/perl5/';
use CGI::Ajax;
[download]

That worked!

For more detailed instructions here is exactly what I followed:

To begin using the CPAN interactive tool, log into your account and us
+e
the following command:

/usr/bin/perl -MCPAN -e shell

This will display the CPAN shell prompt:

cpan shell -- CPAN exploration and modules installation (v1.7601)
ReadLine support enabled

cpan>

By default, CPAN installs modules in a central location where customer
+s
don't have write access. Here is the command to configure CPAN to inst
+all
modules in your home directory instead:

o conf makepl_arg LIB=DIRECTORY_NAME

Substitute DIRECTORY_NAME with the directory where you'd like to insta
+ll
the Perl module. For example, if user 'example' wanted to install a
library in his 'Lib' directory, it would look like this:

cpan> o conf makepl_arg LIB=/usr/home/example/Lib
makepl_arg LIB=/usr/home/example/Lib
cpan>

All you need to do now is tell CPAN to install the modules you're
interested in. For example, if you wanted to install the Acme::Yoda mo
+dule
(to convert your website into Yoda-speak):

cpan> install Acme::Yoda
Running install for module Acme::Yoda

You will see a lot of information as the CPAN program installs the per
+l
library for you. You may also see warnings that you don't have permiss
+ion
to install the module's man pages; this is normal. Hopefully, you shou
+ld
eventually see something like:

/usr/bin/make install -- OK

At this point, your Perl module is installed in your directory and rea
+dy
for use. Use the "q" command to quit from the CPAN shell.

Any script which will use the newly installed module must be told wher
+e it
is installed, like this:

use lib '/usr/home/example/Lib'; # The same as your LIB= configuration
use Acme::Yoda;
[download]

Note that it didn't work until I edited the "use" line like this:

use lib '/usr/home/username/perl5/lib/perl5/';
[download]