You may well be able to install this your self. As long as it's not a persistant process (something that's running all the time on the server regardless of visitors or not) then DH won't mind.
You'll most likely be using SSH or Telnet (articles in the wiki) to access your server. From there you'll issue the command that should be outlined in install instrucions for the software. the only difference will be that you have to specify the install directory.
Let me know if you need more specific instructions to get started... not sure if this is all new to your or what.