Last I checked you needed command line access for stored procedures in MySQL.

It seems like this has been addressed though and some of the less stable branches of cPanel allow for sprocs but it has not yet been implemented into the STABLE tree of cPanel, which is what we run on the shared servers for performance reasons. We might be able to hack cpanel a bit to allow for it without root, but we'd need a troble ticket and some time to research it deeper.