RIA services assume that you, of course, use ASP.Net hosting. You really want to start the IIS7 server if you can (so that the dynamic URL mapping is also ready).
If you have IIS 7 hosting, there is almost a 100% chance that the server is already configured correctly to run Silverlight with RIA services. IIS 6 may require some updates installed first.
If you have your service as a separate site on your Silverlight deployment site, RIA services will usually "just work" on your shared hosting. Just expand your RIA sample site and see what happens. If you have specific questions, write details and from there.
Hope this helps.
source share