installing/using libs locally in a virt-hosted account

Is this possible? I'd like to serve some gzipped pages from my site, but the relevant php functions fizzled and, after emailing my hosting providers tech support, I learned that Zlib was not installed. They weren't amenable to installing it on the machine, but invited me to install it locally on my account. I know that this is possible with Perl modules, but I can't find any info on whether this it can be done with libraries like Zlib. If someone could point me to a url with idiot-proof/idiot-resistant instructions, I would be grateful. Thanks, brian