Having it installed is obviously the best solution. The problem is, it isn't just my ISP, this is a script that gets run on any of our customer's systems. We can't really be going & getting it installed by every customer's local ISP ..... or if we were to try, they wouldn't all do it, as you said. I need a solution that I can implement myself from the script end without relying on the user's server. It sounds like installing the module to a folder, along with the rest of the installation process, would accomplish that.
Cookie functionality is also in the CGI module, is it not. I don't think I would require the CGI::Session module for that.