One option is to simply compose your sass ( compass compile ) on your computer first, and then only load CSS, so you don’t really need a compass.
Or if you are in a ruby project, use bundler. He will set gems as part of the project.
If you use Dreamhost VPS (I would recommend it compared to shared hosting), then you also have access to sudo, and you can install it globally by logging in as admin (configure it in the panel).
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