I don't think it can be done without a DLL.
In the web.config file there is a section codeSubDirectories:

<configuration>
   <system.web>
      <compilation>
        <codeSubDirectories>
          <add directoryName="/mysite/code/mySubDir"/>
        </codeSubDirectories>
       </compilation>
   </system.web>
</configuration>


However, the paths have to be relative to the App_Code file of the application.
It shouldn't take you too long to make a DLL although you still have multiple copies of the DLL in App_Bin directories unless you put it in the GAC? or whatever you have to do I think.
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