Tnt,
I thought, from your post, that you're a domain user and not a system administrator, but I didn't want to make incorrect assumptions.
Webalizer and AWStats are designed to be used on a systemwide level.
If you want your own stats and your provider doesn't provide what you want you should either look for a provider who does (I don't know if any do, and I don't know how hard it is to customize Webalizer to do it), or get your own stats package and download and manage your own log files, or get your own server.
If you're sure that AWStats do what you want, then you should look for a DirectAdmin host using AWStats.
Or ask your current provider if they will install it.
Be sure to read my most recent post to the long-running AWStats thread to see why I don't recommend or use AWStats on our shared hosting servers.
Jeff