I had similar problem, when I installed. what I did was go through and create all the document cache folders in FTP and then it would write correctly. You have to do the same thing for the data dir and anything under it IIRC.\
About not having .htaccess, you can move the data directory outside of your www directory to secure it. http://wiki.splitbrain.org/wiki:security
I'm not sure you have FTP access to your account or not. I hope this helps, keep in mind I'm a noob too and am having my own problems. Hopefully someone will correct me if I'm wrong about about something.
Also, you might want to have a look at the safemode hack if you haven't already. http://wiki.splitbrain.org/wiki:safemodehack