Like Alex has said, first thing u need to do is find out if ur host allows u to use FTP to upload files to their server. Next u need to get urself an FTP client like
CuteFTP after u have got it, install it and connect to ur server.
Assuming u have done all the above steps correctly, u now need to create a new folder, using CuteFTP, in the right window, right-click and 'create a new folder', u will be prompted for a name, use 'yabbse'. Once the folder has been created, right-click on the folder and select 'CHMOD' now type in '777' in the manual box, press enter and ur done!
Hope that helps!