Problem importing data from WordPress.com

When I try to import wxr (xml file) data from my wordpress.com blog onto my wordpress hosted on another server it says:

“Unable to create directory /home/*****/public_html/wp-content/uploads/2008/11. Is its parent directory writable by the server?”

I installed wordpress on my server with Fantastico, but it was an older version so I upgraded it with the simple steps given here on WordPress.org. Everything else works fine as far as I can see although I haven’t used the installation much as of yet. I am new to WordPress, PHP, and database technologies so I’m sorry if this is an obvious issue!