chmod is the name of a Unix command used to change file permissions.
"666" means read/write permissions are granted for everyone. The three numbers represent a file permission code for the owner of the file, the group of users that the owner is a part of, and everyone else. The "6" is a decimal representation of a 3-bit binary code representing whether you have permission to read a file, write to the file, or execute the file (e.g. a program).
Think of it this way: Add 4 points if you want the user to be able to read the file, 2 points if they can write to it, and 1 point if they can execute it. Access to a directory counts as 1 point as well.
So, for example, "644" would be a code meaning that the owner of the file has full read/write access, but everyone else can only read it. "740" would mean that the owner can read/write and execute the program, the people in the same user group can read the file but not run it, and everyone else has no access at all.
If you were running the command from the Terminal, you would literally type "chmod 666 click.dat".
You can often do this within the FTP software, and is typically required if you are, saying, uploading a script that wants to write to certain files or directories -- you need to set the permissions to allow it to do so.