MzKitteh, have you installed any other MODs using EM or is this the first? Who is your host? Usually this error is a sign of an incorrect server setting on your host side. You might want to bring this to their attention. Also make sure that the file and folder permissions are set correctly for your server...
CHMOD Permissions
Do you have the permissions of the folders set to 755 and the files set to 644? On most boards, the folder permissions must be set to 755 and the file permissions to 644. However on some, such as Awardspace and Lycos, the folder and file permissions MUST BE set to 755. Check some of your other non-EM file and folder permissions to determine what works on your site...
You can probably find instructions on how to do that at the site that provides your FTP application. I'm sure it varies from application to application...
I use
SmartFTP. All you need to do is click on a folder or file in the right hand viewer and choose Properties/CHMOD or Alt+Enter
Then you can either enter the value, like 755 or 644, or you can click on the read, write, execute options, which do the same thing...