XML RSS installation

I previously had my web page hosted on a shared Apache server. The web hosts installed the PEAR modules on the system for me. I have now decided to go to Godaddy who have a shared Linux server. They do not install PEAR modules and I have to do myself. I found the go-pear.php program and managed to get it to install PEAR, but the XML_RSS was not included. I scratched around further and found there is a file called XML_RSS-0.9.10.tar which I have downloaded to my PC. I can upload it to my web site with FTP but I don't know where to put it or what to do with it. I have been at this for 3 days now and need some help, what must I do now to get the RSS working. Yours truly, Joe