Problem with adding liks

Hello,

whenever I would like to add a new link, I get the following error message after hitting the save button:
“You don’t have permission to access /blog/wp-admin/link.php on this server”
I have tried to change the permissions of the file, but it doesn’t help.
Any ideas what the problem could be?
I can add posts and pages, just not links.
Thank you for the help,
Tilman