Permalink 404 Error

Hello-
I tried changing my permalink setting from the default to “Day and name” under the Common Settings. I now get “Page Not Found” 404 Error. You can see this at http://www.agirlwithgoals.com

It states at the bottom of the Permalinks page in WordPress “If your .htaccess file were writable, we could do this automatically, but it isn’t so these are the mod_rewrite rules you should have in your .htaccess file. Click in the field and press CTRL + a to select all. ” Where do I find this .htaccess file and is this what I’m supposed to do?
Any help would be GREATLY appreciated. Thanks in advance.