Can not change header image in Twenty Ten theme (wp 3.0.1)

I can not change the header image of the Twenty Ten theme in my new wordpress installation. I’m using the admin account which I get during the installation.

When I go to Appearance -> Header, there is non of the default images selected (all the radio buttons are unselected). When I select one, and click on save changes, I get an message that I do not have permission to access this page.

First I thought that it has something to do with the rights on the ftp server, but in other cases wordpress always says specific that it has no rights on a specific folder… So I guess it has to be something else. But I don’t have any idea what that could be.

I already tried a reinstall of wordpress and using a different admin account.

I’m using the Dutch version of wordpress 3.0.1