Hey Julianwave – on what server did you install WP? I have it installed on IIS 7, I was able to resolve this issue by making sure that the wp-content folder had “full access” for IIS-IUSERS account in the server. It’s a bit annoying to fiddle around with those settings, but that resolved it for me.
You can also set file permissions in an FTP client to 765, but this won’t work for IIS.
I think this is all about permissions, and if that’s the case then you can find a bunch of threads on how to set folder/directory permissions on your server. Good luck!
-Focet