Note:
If you are on unix, you need to most likely have root access - this may be a problem if you're using a site to host your scripts ... unless they have given you an account with permissions to install modules on their server. You may want to get in contact with someone at that site and they should be able to provide you more information on this subject - regarding your scripts and new modules. They probably will install them for you, if you just let them know which ones.. but good to check with them.