I go to the link on the page http://www.jgallery.nl/?t=8and it looks like I need to create a cache folder. So I did this and still get this error message.
I am not sure I am creating this file (named cache) properly. I am creating it on my desktop and then dragging it into FileZilla into the jGallery folder. Here is what it looks like in FileZilla.

Well, I’ve wasted much of my day. Any help would be appreciated. If I cam get the cache situation done right I should then be good to go.
QUOTE
While jGallery2 needs a directory it can save thumbnails and some settings, it try's to create this directory when installing.
During installation you might be prompted with this message:
Fatal error: Not able to create directorys on the server. Setup can not continue...
To solve this you should create a empty directory named "cache" inside the jGallery2 folder on your server.
./jGallery2/cache/
If you created the directory, (this is the important step) make sure PHP can write to it! Here's a good article about changing file permissions on the WordPress documentation page, but it works the same for all web servers:
This doesn't explain things- I think I followed this correctly, but? I’ve set permissions. I'm more visual though. *help*During installation you might be prompted with this message:
Fatal error: Not able to create directorys on the server. Setup can not continue...
To solve this you should create a empty directory named "cache" inside the jGallery2 folder on your server.
./jGallery2/cache/
If you created the directory, (this is the important step) make sure PHP can write to it! Here's a good article about changing file permissions on the WordPress documentation page, but it works the same for all web servers:
I already opened permissions and 755.