cd /home/{username}/.mozilla/firefox/gm_scripts/
You need to make sure you are the owner of this folder. This command will make sure you are. Again please substitute whats inside the {} brackets.
chown -R {username}:{usergroup} /home/{username}/.mozilla/firefox/gm_scripts
If that still fails to fix the problem, then you also need to make sure you have write permissions on your firefox settings folder.
chmod -R 755 /home/{username}/.mozilla/firefox/gm_scripts
Ubuntu Firefox Linux Permissions Greasemonkey