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http://blame.eclub.lv/g/g/install.php

how to make it..? where is the problem?

[Casper]

It means that the permissions for the directories do not allow coppermine to work, and you have to change them before the installation will complete.

It also tells you what to do.  Use your ftp program, the one you used to put coppermine on your site, to change these settings.
Go to the coppermine directory in your ftp, then right click on the include folder.  You hopefully will see a menu, click on properties, and change the setting to 777 (or tick all boxes).

Now do the same to the albums folder, and the userpics folder, which is in the album folder.

when done, go back to the install, and try again, it should now work.