problem creating data & cache directory

i can't create a directory with a "/" in the name as required i have tried uploading the file but when it reaches the server it has been changed to a ":" or if i try to rename it on the server both ftp apps i have refuse to do it (mac.. dreamweaver & transmit)

i have also tried the installer which says everything is okay but i end up with the the same phpalbum index page stating "You are not allowed view this page or download this image!"

the site is

any suggestions would be great.