The ProPhoto 2 theme needs to create a “p2″ folder inside of your “uploads” folder to store uploads and theme settings. If this folder can not be created, you will need to change the permissions of your “uploads” folder.

You can do this by using your FTP program to navigate to your “uploads” folder (within your “wp-content” folder, which is in your blog’s main installation folder), and change its permissions to ’777′ (or full permissions).