Setting directory permissions with GoDaddy?

I'm working on a PunBB installation for a friend, and he signed up for a GoDaddy account. They have their own wacky permissions settings (I can't ssh in, and can't change them through FTP) which are "Read      Web      Browse      Write      Set Root      Reset" and each has a check mark.

Does anyone have any experience doing this? I'm stuck on the " Error: Unable to write configuration cache file to cache directory. Please make sure PHP has write access to the directory 'cache'." prompt.

He should have went Linux.. ><

-Tim