Help With CGI Timeout

I have a script that uploads a data file and inserts several thousand records into a database table. The script seems to time out when it exceeds the time out limit imposed by CGI. I am using the set_time_limit() function, to extend the script’s running time, however this only works until the CGI limit is reached. I have used this script on several Linux web servers running Apache without a problem. This is the first time using it on a Windows 2000 server with PHP 4.3.1. The rub here is my PHP script is being hosted by a third party, so I don’t have the luxury to make changes to the system myself. What I am trying to determine is, is it possible/reasonable to ask my hosting provider to increase the CGI time out limit. If so, how would I instruct them in this matter? Or possibly, are there other solutions? Thanks for opinions Chris