There are a couple of considerations:

• What type of access do you have on that host system?
  If you have ssh or telnet access your life has become easier.
• If you have access to a c compiler and a make utility on that system you're fine, too.

If you are on a UN*X-like system you can do:

perl Makefile.PL PREFIX=~/private_modules
make
make test
make install
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This will install the module in question into the private_modules directory in your home directory.
Note that this is not guaranteed to work with all modules. See ExtUtils::MakeMaker for details.

In general you can safely install your private modules into your own directory and let perl look for packages in there first by doing:

use lib "~/my_private_modules_first";

print join ":", @INC;
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Perl has the list of directories to search stored in its @INC array, so you might want to play with that.
Of course check out lib.pm also ;-).

If you do not have direct access to the server, things get a bit more difficult, as you will have to prepare the modules by yourself on your local system first, and then upload them to the right directory on your server.

Kay