This web server should have the .NET framework installed on it. From my previous hosting experiences, you should be able to upload the dll by FTP into the BIN directory. If you have problems with this, you should ask your host.
Well I tryed also to upload a Web.config file since I'm getting some kind of application error but can't see it since remotely error display is off. So I added <customErrors mode="Off"/> element to the Web.config file and uploaded it and nothing seems to change, I'm still getting error from the web server telling me that I need to add that cutomErrors element. Any idea?
Who is your host? I had this problem on one of my *many* hosts that I have had. The problem was that ASP.net was not configured for my site. The host had to go in manually and configure it since it was not done automatically. Check with your host and see what they say.