This is a folder and file permissions issue (depends on server settings). The best way to edit files is to use FTP clients (FileZilla, Notepad++).
Try adding the following code to your root wp-config.php file (AT THE END OF THE FILE!):
if(is_admin()) {
add_filter('filesystem_method', create_function('$a', 'return "direct";' ));
define( 'FS_CHMOD_DIR', 0751 );
}