Serving your own website

One thing that sucks about not serving your own website is that you have to rely on the host to install the proper modules. I would love to write my own Twitter feed in PHP but it appears that the host doesn’t have the proper modules installed for me to do so. So I’m stuck with possibly using a predefined Twitter widget which is fine and dandy but I want to customize it to my liking with all the @mentions and what not. Maybe the widget has settings that I don’t know about yet but still it would be easier to do my own Twitter feed via PHP