Well firstly bz2 must be installed on the server. Hosts arent always that smart and usually have no idea how to set things up, and any addition seems like a big security risk (there are of course very good hosts which know what they are doing 😉 ).
Ok firstly i cannot see them installing it in the PHP Installation for you. It probably isnt even installed on the server. Before trying to dynamically load it which i do not think is possible (im sure ill be proven wrong) as ive never tried, id ask if that is installed first.