Hey!

"Right click on the script (the copy on the server) and click "Change File Attributes". On the screen that pops up, type 0755 in the "Manual" text box and press OK."

0755 refers to the file permissions! in fact, WSFTP does allow you to set these. However, it lies under the command called "chmod". You can set the permissions to your script two ways...

with WSFTP, simply right click on the cgi-file in the right window which is the list of files on your server and you should see at the bottom of the menu that popped up "chmod".
Select that! Then you should see a dialog with three groups: Owner, Group, and Other. Check all the boxes for Owner. Check all the boxes except Write in Group and Other. Then press OK! and thats it.

you can also do this on telnet by going to the directory of the cgi-script and going "chmod 755 thefilename".

Simple!
Good Luck!