Error when selecting 'Stylesheet'

I've just done a clean install of LedgerSMB and when I select the Stylesheet option I get the following:

Error!

Directory transversal not allowed.

Any ideas?

References:
- Re: New install
  - From: Robert James Clay
- Re: New install
  - From: Kevin Bailey
- Re: New install
  - From: Robert James Clay
- Re: New install
  - From: Kevin Bailey
- Re: New install
  - From: Erik Huelsmann
- Install fails at a basic first step when installing perl modules
  - From: Kevin Bailey
- Re: Install fails at a basic first step when installing perl modules
  - From: Kevin Bailey
- Re: Install fails at a basic first step when installing perl modules
  - From: Ye Chuah
- Re: Install fails at a basic first step when installing perl modules - INSTALL needs changing
  - From: Kevin Bailey
- contrib_dir directive? ledgersmb.conf? More help needed
  - From: Kevin Bailey
- Instructions for Debian squeeze install
  - From: Kevin Bailey