Jacques Marneweck points out a tutorial he came across showing how to perform an installation of the PEAR library system on a shared host.
This is quite useful when you are forced into using a clueless shared host who only have the bare PEAR installation on their servers, and have not ever considered installing DB, Mail, Net_SMTP, etc. which lots of people use instead of reinventing the wheel with each project.
The steps of the tutorial are pretty simple and they include two different ways - installing it to your docroot directory if the web host already has the pear binary set up or using ftp/ftps/sftp to upload and install the needed files.