I think there is some confusion in the thread about installing components/modules in a shared hosting environment. Shared hosters like GoDaddy usually don't allow users to install COM components, or .Net components that go in to the Global Assembly Cache because these components can affect other websites on their server. However, they do allow you to upload .Net components into your local website because .Net provides them with security assurances so that these components can't affect other websites on the same server. DotNetNuke modules are implemented like this, so you can install them without going through your Web Host, as long as you have SuperUser access to your portal.

Just to clarify, here are the steps to download and install a module into your DNN installation:

1. Download the module package (in the case of the module we provide, you can get them from the Project Pages) to your local computer (not your Web Server).
   
2. Log in as a SuperUser.
3. Go to the Host > Module Defintions page.
4. Move your mouse over top of the small downwards arrow in the top-left corner of the "Module Definitions" module (beside the text "Module Definitions") and click "Install New Module".
   
5. Browse to the module package you downloaded and upload it.

Note that in recent versions, in the Module Definitions page you can also jump directly to the DotNetNuke Projects website or the DotNetNuke Marketplace (where you can purchase third-party modules).

I hope that clears things up!

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Andrew Nurse
DotNetNuke Core Team Member and Reports Module Project Lead
Microsoft Certified Professional Developer