Now running any config interface is a blog entry by itself and when I say Plesk, I should also mention confixx and cpanel. And while I have a strong dislike for all them, let me focus on Plesk for now. This is not a copy'n'paste howto, so make sure you double-check all steps involved. With little knowledge, you should be able to to apply all instructions to any other control panel, all you need is SSH access to the server.
The process includes two different sections - why your PEAR installation may not be working and how to install the PEAR packages (on any system supporting a package manager). Command line calls and configuration options are also included.