An article describing SpeedyCGI
on virtual domains is at http://www.webreference.com/new/speedycgi.html
It wasn't that complicated for me, because I have root access to the server and hence was able to put the module in the usual place for perl modules.
Official distribution page seems to be http://daemoninc.com/speedycgi/ - which directs you to this page for downloading of source code: http://daemoninc.com/speedycgi/download.html
See PersistentCGI for tips and changes to maximize performance under SpeedyCGI (or mod_perl or FastCGI).