I don't exactly know, but seems like a FAT32 limitation.
Probably, what you have is a "mount point" (/win) where you "mounted" a FAT32 file-system (i.e. /dev/hda3)
What you are trying with chmod is to change the mount point permissions, but, is FAT32 able to assume a unix permission settings?
Try with a unix filesystem.
Also note that when you upload a file via web, you are not writing (hopefully) with root permissions, but with the web server user (probably "nobody")
Also, you have to check your directory permissions within the webserver config.