[MiKTeX] Installing packages without FTP access

[Marco Q. <ana...@te...>]

Good morning to all,
         I have installed MikTeX on my machine, but I have not a FTP 
access to installing new packages. I want to install the package 
"fancyhdr" and I discovered that the file I need are:

fancyhdr.sty
extramarks.sty
fancyhdr.tpm
fancyhdr.dvi
README
fancyhdr-src.cab

I have obtained the *.sty files from a colleague using TeTex on a 
linux box. The tpm file is already on my machine. The dvi and README 
files are not really useful, so I created the two files on the 
correct directory (\doc\latex\fancyhdr). The only one I miss is the 
CAB file, but I don't know how obtain it (is it really important?). I 
have edited the packages.ini file to instruct Miktex that I have the 
package, so in the Browse Packages utility I can view this package as 
installed.
But when I try to compile my tex file with latex utility, it claims 
that \tex\latex\fancyhdr\fancyhdr.sty is missing! Obviously, it is 
false, because I have placed this file in that directory. Maybe does 
it exist another configuration file to edit?

Does someone knew how to install package without FTP, but having the files?
Thanks in advance,
Marco