I agree that if you can convince your hosting company to install the module, that's the easiest (though not necessarily the fastest) way. If that's not possible for some reason, though, installing it yourself is a workable alternative.
With hosting companies I've used, I have never had a problem with the Web server user not having access to a compiler.
I'm surprised that GC has manual prompts like you describe with no documented way to override them. If that's the case, you can probably work around it by sending answers to it on STDIN. I agree this is tricky, and I also find it annoying.