I'd ask them to setup a MySQL database so you can install the software yourself (you only need FTP to upload the files), or you're moving hosts. But this blunt advice totally depends on whether you just use them for hosting or if you have some sort of managed services agreement. For example, I don't let our hosted design clients anywhere near their hosting account by default (though of course if they ask, I do).
But honestly if you know a little PHP/HTML I recommend you try it yourself first