Agree 110% with setting up your own dev environment. If you have restricted access to a server then working in an environment you have full control over is crucial. You can get your app working properly on your dev box, then when you promote to "live", you know any problems you experience are most likely environmental.

Of course, there are other advantages to having a dev environment... mostly the fact that you don't break the live site whenever you try to make changes.

It may take a while to setup, but it'll save you so much time in the long run.