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I certainly understand your frustration. Have you checked what the default permissions are on your web host's server? They may be 664.
At the command prompt on the server use the following commands to check what the default settings are (do this in your web root so that permissions you've applied to other folders won't carry over):
[user@host ~]$ touch testfile
[user@host ~]$ mkdir testdir
[user@host ~]$ ls -al
The the file and folder you just created will show you the default chmod settings for your hosting account. If the settings are not 644 and 755, there really isn't much you'll be able to do other than chmod the files after uploading.
@Herko,
I use PowerArchiver too and it works great. I didn't suggest it because it's not free. But it's definately worth every penny.