I'm having the same problem here when trying to look up a new image for an album or performer. The auto downloaded images aren't always correct, but when I try to do it manually, and click on an image from last.fm or google, I get:
You don't have permission to access /ampjuke-0.8.6/index.php on this server.
Additionally, a 404 Not Found error was encountered while trying to use an ErrorDocument to handle the request.
Now, this is after a successful install, configuration, and while listening to tracks.
So, I changed all the permissions of the folders mentioned above to 777. Tmp, covers, lastfm, and top tags to 777. Setup php is gone of course. By the way, changing the install directory to 777 caused an error, nothing works after I do that.