Ubuntu :: Unable To Set Execute Permission?

I have a triple boot system with Ubuntu 11.04, Windows 7 and Windows-XP on it. My disc configuration is something like this... ('cause I think it would be required for you to understand my problem) I have a 250GB hard disk which was originally partitioned with Windows-XP in six partitions C,D,E,F,G and H (All NTFS type) with 'C' drive having Windows-XP on it and 'D' drive having Windows-7 on it.

I installed Ubuntu on the 'H' drive by partitioning it into two halves of approximately 20GB each. One partition is named 'New Volume' as per Windows naming scheme. On the other partition I installed my Ubuntu-11.04 OS. As per my plan I would be using this 'New Volume' for all my Ubuntu related data and software only. I want to install 'Ant' build tool for Java to be usable on my Ubuntu. For this, as described on the Apache Ant user manual I downloaded the 'apache-ant-1.8.2-bin.tar.gz' and extracted it. All this I did in the 'New Volume' drive.

Now as per the 'Ant' manual I needed to change a file's ('/media/New Volume/ubuntu files/software files/apache-ant-1.8.2/bin/ant') permission to executable, which is currently set to '-rw-------' and I want it to be '-rwx------'. I've tried various things such as 'chmod/sudo' and also tried changing the permission with the 'root' user, but so far I've not been able to change the permissions for this file. However, if I copy the 'apache-ant-1.8.2' folder to '/home' directory then I've been able to change the permission for the concerned file.