Michael,
The method of connection should not matter.
Are you logged in with a user that has Admin privileges?
Also in that sharing and permissions part of the get info window, there is pad lock, on the bottom left of the pane, that should be able to be unlocked so that you can make changes.
Also see if you can enable the tickbox that says “ignore ownership on this volume”
What is the format of your drive? it will tell you in the get info box.
-Alex