It's either an issue with..
- Browser - wont' work in IE6 or IE7
- Bad Install - reinstall
- Permissions - server didn't set proper permissions
- Webhost - webhost doesn't allow uploads
We have many 1000's of users and it's a rare issue. Other users had issues but the above always solves it. It's not something we're working on a fix for.
If you would like to send me your WP and FTP login info via PM I can probably fix in a minute.