If you have FTP, see this guide.
http://www.eclecticpixels.com/tutorials/chmod/
This link doesn't work any more.
Many installation steps require chmoding.
If you have shell access, you can just use the chmod command at the shell (i.e. chmod <mode> <file>).
Examples:
For files
chmod proftpd *.php
chmod proftpd *.*
For directory and all files and directories inside it:
chmod -R proftpd /usr/local/www
Also you can point the group for chmod
chmod proftpd:[b]proftpd[/b] *.php
chmod -R www:www /usr/local/www/temp
If you have FTP you can use its internal function to chmod any files.
Like on this picture.
Also you can use command line in you FTP program.
Type in site chmod 755 index.php
substituting of course, your permissions and file name.
If it is a windows server, you won't be able to do CHMODS on it. The permissions needs to be set using windows explorer locally on the server.(Some providers do have an control panel that lets their users do this from their web browser, but those are few).