If he is using 2008, when creating a new page just uncheck the use code behind check box and he can create the single file as you suggested. Really would be very cool to get the 2.0 branch running on here though :-)
Edit:
I found this link to the recent cpanel conference which details how to...
You are attempting to write ASP.NET 2 code. The version running on this hosting server (lotus??) is only version 1.1. it would be mighty handy if this was upgraded to 2.0:-). 1.1 is way out of date now really. Main trouble of course is that the 2.0 branch isn't quite there yet. (1.9.1 ish). I...