^^ Thanks Lucid, that did the trick.  I no longer get the errors of not being able to delete or chmod a file to different attributes via Filezilla.
I did change the wrong folder to my user the first time.  I'm not sure what user level it had.  But I changed it back to "nobody" like one of the other folders had.
+This explains why in XP I'm unable to open a word document for example when logging in to a folder under my username/password.  But when I navigate to the same folder and open the same word document without having to login it opens.
I think the answer to this is NO.  But any way of setting multiple users to a folder?  Either by each user individually or by using a group?
Thanks
EDIT:  BTW, How come I can access the folder and now change things in Filezilla when I don't even have Port 21 forwarded in my DIR-655?  This is on my local LAN...