How to install your own version of PEAR
If you have an account with SSH support, you can add a local PEAR repository: Manual
For other accounts, you need to download the packages you want from the PEAR website. Then put the files of your PEAR package in a subdirectory of your "public_html" folder.
Then you will need to adapt the PHP "include_path" using an .htaccess file:
php_value include_path /usr/www/users/FTP_LOGINNAME/PATH_TO_PEAR:.:/usr/local/lib/php/
Here, you need to replace the FTP_LOGINNAME with the FTP login names of the account, and replace PATH_TO_PEAR with the pathname of the subdirectory.