Thanks Puddog, that's what I feared...
What I did (besides considering DS) is get a vserver account, which is, at least compared to my other virtual hosts a little bit closer to the freedom of a DS.

The only problem that I see in what you mention is that some of the features of links SQL really seem to need a dedicated server. It seems to me that this program is mostly targeted to users on their own servers. Other programs like Gossamer Mail, that I would really like to try, dont make any sense in a shared server (IMO)

Thanks