Filezilla was likely giving you the wrong information because your host doesn't allow you to change permissions using your FTP client. (tsk tsk..) I have NEVER had issue changing permissions using ANY FTP client EXCEPT for the few clients I have that are still hosted on GoDaddy.. As I recall this is a HALLMARK of GoDaddy permissions issues..
You really should consider another web host.. GoDaddy is KNOWN for these kinds of issues among others.. **shrugs**
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