Baart,
You need to “CHMOD” your theme files (all the files under your wp-content/themes/”the theme you want – directory”/) to be 777 (writeable).
You can do this using an FTP program like Filezilla. If you choose to use Filezilla, login to your site, change directories (by double clicking on them) to the theme files of your choice. Highlight the ones you want, right click, select “change attributes”. Type in (or check writeable on all) 777 in the selection box. This will allow WP to edit those files within the admin panel.