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If you go to the permissions screen in the admin for the module screen there are a variety of permissions there.
You do have to have at least one album/category setup to be able to upload to.
Also if you look at this screen you will see a "select" box under the main "Public permissions mask".
If you select one of the permissions in that select box it will allow you to select a variety of permissions per album/category.
It is kind of "hidden" as the select box is an empty box as you look at it on the bottom left of the permissions screen. You don't see the permissions until you select the box then it will show all of them.
Rodney