Cannot install third-party Extension: MailChimp

[speedyrob]

Hi

I have started using MailChimp because they have free services, and I have been using CiviCRM for a while, so I thought there would be some integration. From all the research I've done, it seems that there used to be good integration a few versions of CiviCRM, but they are now outdated.

I did find a page that supposedly has a MailChimp integration, but I can't even install the extension they have. They give instructions and everything: http://www.vedaconsulting.co.uk/technical/civicrm-mailchimp/

When I go to my CiviCRM and under the Directories option, I can type whatever directory I want, and save it, but when I come back to it, it will not be there. It's like, it really didn't save. I am on CiviCRM version 4.4.6 and Joomla 3.3.0.
Am I doing something wrong? I've looked at this articles:
http://wiki.civicrm.org/confluence/display/CRMDOC44/Extensions
http://wiki.civicrm.org/confluence/display/CRMDOC44/Override+CiviCRM+Settings

But neither of the CiviCRM articles have helped me. I am thinking the problem is in CiviCRM since I can't even save the path for Extensions.

Please provide some wisdom!