Setup Assistant cannot write files

Call me newbie, but I can't find any of the files the setup assistant reports it cannot write to. They are simply missing in action.

I looked for the files below to change permissions, but I can't find any of them on the 6.6.1 download

What am I missing here?

Unable to write to file ./switch.on Unable to write to file ./agents/debug.txt Unable to write to file ./agents/log.txt Unable to write to file ./agents/parameters.include.php Unable to write to file ./articles/ie_bookmarklet.html Unable to write to file ./articles/ie_bookmarklet.reg Unable to write to file ./collections/parameters.include.php Unable to write to file ./feeds/parameters.include.php Unable to write to file ./files/parameters.include.php Unable to write to file ./letters/parameters.include.php Unable to write to file ./scripts/parameters.include.php Unable to write to file ./servers/parameters.include.php Unable to write to file ./services/parameters.include.php Unable to write to file ./shared/hooks.xml Unable to write to file ./shared/hooks.include.php Unable to write to file ./shared/parameters.include.php Unable to write to file ./skins/parameters.include.php Unable to write to file ./users/parameters.include.php