-R, you need to give permissions to all preceding sub directories... In linux this is done by writing -R, no idea for MS
try: http://support.microsoft.com/kb/313398 or: https://www.microsoft.com/resources/documentation/windows/xp/all/proddocs/en-us/acl_inherit_permissions.mspx?mfr=true
Update: An example of this (on Linux using Terminal, assuming your currenly located in the parent directory of the specific directory your concerned with)...
sudo chown www-data:www-data dlfiles/ ... This will only modify the ownership of the parent directory
sudo chown -R www-data:www-data dlfiles/ ... This will modify all the sub directories too
sudo chmod -R 777 dlfiles/ ... This will modify the Read-Write-Execute permissions to Everyone can RWX.