Drush is very important tool for drupal Developers, Its managed from Shell so a lot of people failed in getting it work at shared hosts like godaddy, I will explain briefly how to install Drush on godaddy shared hosting plane.
1- Open your Linux Terminal and create SSH Connection to you account
and Enter your password.
2- Go to your main directory
3- Download the last version of drush to your Host space. (4.5 in this case)
-bash-3.2$ wget http://ftp.drupal.org/files/projects/drush-7.x-4.5.tar.gz