Command: SITE CHMOD 777 mod_mj_header.php
Response: 550 CHMOD 777 mod_mj_header.php: Operation not permitted

Please how can i solve this issue, because have checked on the server,but the file permission can't be changed in the server either.

sudo chmod 777 mod_mj_header.php

webdezzi: sudo chmod 777 mod_mj_header.php

I dont have access to the shell

if you use cpanel, go to file manager and set it from there.

In Linux a non-root user cannot change a file's permission if the owner/group is not under the user's control, for instance if the owner of the file is root.
Contact your host to fix this if you do not have root access to the server.

For the benefit of others who may meet this roadblock in future and have root access (and for the benefit of your host too) use the following commands when logged in as root:

$chgrp username path/to/file
$chmod 777 path/to/file