good chemistry is complicated,
and a little bit messy -LW
Because mod_perl hooks straight into the Apache server, it is standard practice to run your own dedicated server for such projects. Most hosting companies that serve multiple customers on one machine won't support mod_perl, because a bug or problem with one customer's site will affect others on the same machine much more than under standard CGI. Having said that there are some hosting companies that support mod_perl.
Other answers have already dealt with module installation issues, so I just want to focus on one point: if you're running AxKit, it's best to do so on your own machine.