Have you checked the mojoportal log under Administration > System Log?
It should be logging things, if it is not logging things or if it causes an error when you click the "Clear Log" button that would be another sign that file system permissions are not correct.
Did you sign up through one of our Arvixe links and have mojoPortal pre-installed?
When I tested installing from the Web App Gallery in their control panel, pretty much the whole web site was writable so it required user steps to lock it down where it doesn't need write permissions, but it may be different depending on when and what process you went through to sign up for Arvixe, maybe in some scenarios it is more locked down.
In any case when you create a new page it should touch a cache dependency file in /Data/Sites/1/systemfiles to clear the cache and if the file does not exist it tries to create it. I would look and see if that file is being created or not, if not then it really cannot.
Hope it helps,