i have same issue, but when i call the chmod.php:
Warning: chmod() [function.chmod]: Operation not permitted
"Destiny is not a matter of chance, it's a matter of choice"
You can usually change the permissions of a file in your domain's control panel (CPanel, for example).
Since YAMS writes the file on first run, it will be owned by whatever the user is that the .php script is run by. This is either the web server user, or the owner of the running .php script (you, or whoever uploaded MODx in the first place). If it's the web server user (www, apache, nobody or something like that) then you as your FTP user won't be able to do anything with it.