You might be able to try running CACLS or XCACLS from telnet to change permissions. It all depends on how they have things setup. When a new file or folder is created in Windows, it typically inherits the permissions from the folder where is was created. Probably what is happening, is they only allow your account write access to the folder you FTP into. Then, when you try to access a script via your browser, it uses the anonymous user account. If the anonymous account doesn't have write access, it will give you an access denied error.

Sean