I do this by uploading a small shell script to build and install the module, then running it from CGI. My standard one is like this:

#!/bin/bash -x

printf "Content-type: text/plain\n\n"
exec 2>&1

H=/home/webuser
export PERL5LIB="$H/lib/perl5"
MOD=MailTools-1.58

cd "$H/src"
tar xvzf "$MOD.tar.gz"
cd "$MOD"
make clean
perl Makefile.PL PREFIX="$H" LIB="$H/lib/perl5" && 
  make && 
  make test && 
  make install
[download]

I've posted this a few times; I should probably figure out how to get it into one of the more permanent sections here...