I sure hope it's already running there. If not, just open a support ticket and tell them you need it.
Hmmm, maybe they don't want you to use it on a shared site. That's used to coordinate transactions between tiers and they normally don't allow you to use things like COM+ in a shared hosting site. We're using it for the System.Transactions namespace functionality, so we're not going to be breaking the rules to access COM+ or anything like that. They should allow it.