No PEAR installed on your webserver?
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No problem!

Check out one of the test_*.php files and you will
see, how to set the include path, that it works.

I put PEAR.php and the PEAR_DB files into the include dir.
If it is not installed on your webserver just activate
the two lines. 

The file come from http://pear.php.net.
You may want to go there to check if newer versions exist.