The easiest way of setting permission to a file is:
- Select the file you want to change permissions to.
- Hit Command+i.
- In the last part of the information panel, just authenticate and change the permissions as you want them.
This can be achieved, too, through terminal with the chmod command.
Lion does not show the HD by default. In the General tab of the Finder's preferences just check Show this items on Desktop: Hard Drive, and it will be shown.