OpenX Without PHP safe_mode Disabled
Unfortunatelly, safe_mode is not compatible with some OpenX features and its requirements.
It is not possible to install OpenX with php safe_mode disabled!
On shared hosting you could ask support department to turn off the safe_mode.
Also, newer PHP versions do not support safe_mode setting. You should be familiar with other PHP security settings, too (e.g. open_basedir and many others).