I'm guessing it's actually just a generic "permissions error". You're right, you can't CHMOD in Windows (as such).
You can use normal Windows security permissions though, and this is the equivalent.
What web server are you running IIS? Or Apache on Windows?
Either way, you'd find the internal_data folder at wwwroot/internal_data, right click and choose Properties. Then on the Security tab click Add... and search for an appropriate user - most probably "Authenticated Users" and give them "Modify" permissions.