It might help to set chmod 766 to the whole phpMyFAQ directory to avoid problems during the installation. If you're running a very restrictive mod_php installation you should keep the chmod 766 for the following files and directories even after the succesful installation:
the file data.php in the directory inc/
the directory attachments/
the directory data/
the directory images/
the directory pdf/
the directory xml/
All other directories shouldn't be world-writable for your own security.
The following directory/-ies could not be created or are not writable:
Please create it manually and/or change access to chmod 755 (or greater if necessary).