[buro9]

If you don't have any PEAR components installed then you should download the PEAR installer.

It's rather simple... go to this URL:
http://go-pear.org/

And save that text as go-pear.php on your desktop.

Then open a CMD line window and do:
php go-pear.php

This is documented on the PEAR site here:
http://pear.php.net/manual/en/installation.getting.php

And then you can use their command line installer to install the packages:
http://pear.php.net/manual/en/installation.cli.php

Then you can run the following from the command line:
pear install <package>

Where <package> is XML_RSS and CacheLite

Most shared hosts have PEAR installed, and PHP installs Pear too... so you might actually just want to check whether PEAR is already installed