Modules cannot be installed for individual users as the servers are shared by many thousands, therefore to get it installed the admins have to see that there is sufficient demand from the users and that it would be both stable and manageable. In the case of an individual asking for a module, the likelihood of it being installed is prohibitively low.
If you really want to be able to manage your own modules then a VPS is the minimum you would need. However, I recommend you try installing the script anyway and see if it is just a suggested requirement.