Loading a database, why do I need superuser?

I'm in the process of loading a database on a virtual server.
Because I do not have root privileges (technically it is a shared machine),
I am encountering all sorts of hiccups.  Trying the copy command to
load the database with comma delimited data, I encounter this complaint:

    ERROR:  You must have Postgres superuser privilege to do a COPY
    directly to or from a file.  Anyone can COPY to stdout or from stdin

There is NO mention of this in the man page or documentation that I have
perused.  Perhaps I have a privilege problem?

Charles Gilley