The folder need to be writable with the user running Apache, in my case, the folder owner was the ftp user, group was the same as apache was using but the permissions was set to 755, changing to 775 solved the problem
# pwd
/usr/share/wordpress/wp-content/plugins/si-captcha-for-wordpress/captcha-secureimage
# ls -l | grep captcha-temp
drwxr-xr-x 2 wordpress www-data 4096 2011-02-21 10:43 captcha-temp
# chown g+w captcha-temp
# ls -l | grep captcha-temp
drwxrwxr-x 2 wordpress www-data 4096 2011-02-21 10:43 captcha-temp
