I don't use Dreamweaver MX yet, but I've used Dreamweaver for years. I have not had much luck with their FTP program - maybe it's better in MX. For any file permissions changes, I use either Fetch for Mac, or CuteFTP/WSFTP for Windows.
Usually with both, you can right-click (shift-click for Macs) in the Remote directory, and you should have an option in the menu that pops up to change permission. Or select the remote file in your FTP client, then somewhere up top in the menus you can find something that allows you to change permissions.