This is a common message that usually results from file or directory permissions on the hosting environment. The easiest way to check if the problem is being caused by permission issues is to use Joomla's built-in "System Info" option in the Help menu.
When you select the "System Info" option, then you are presented with a range of information tabs about your website and the Joomla installation.
As shown in this screenshot one of the tabs you can choose is called ?Directory Permissions? - for you to be able to successfully install components, plug-ins and templates then all of these directories listed should show as ?Writable?. If they don't (the directory permission show as ?Unwritable?) you will need to change the permissions for your Joomla installation.