Hi,
You must give write permissions to htaccess and wp-content directory in order for W3 to work. You will have to have file and or FTP or SFTP access to your site. If you are using a hosting service you can do this on the control panel they provide you. Set Wp-Content directory to octal 0777 and htaccess to 0666, don't forget to change it back after setting up W3.
Hope that helps