I don't think you can access the cpan shell.
I may be wrong, however.
The way I've always installed my own modules is;
wget the file to my hosting account from cpan (or wherever).
Extract. Go into directory.
Then, make a lib directory at ~/
Then move the category folder into there.
In any .pl or .cgi requiring that perl modules, add this with this at the start of the use declarations:
use lib '/home/username/lib';
Then you can use Perl::Module; as necessary.
For example, support couldn't/wouldn't get the newest version of XML::Simple, so I downloaded it, slammed it into ~/tmp (for extraction/creation), did the unpack/perl Makefile.pl blah blah blah.
After it's done, I went into the lib directory and said
mv XML ~/lib/
This moved XML and all subfolders (XML/Simple/FAQ.pod and XML/Simple.pm) into /home/username/lib/
Feel free to ask for further clarification.
block of text wrapped by backticks are a command.