missing .htaccess

Went to Options>Permalinks to change the structure to “date and name based.” Selected the radio button and clicked “Update Permalink Structure.”

This message is at the bottom:

“If your .htaccess file were writable, we could do this automatically, but it isn’t so these are the mod_rewrite rules you should have in your .htaccess file. Click in the field and press CTRL + a to select all.”

But when I go to Manage>Files and select “.htaccess (for rewrite rules),” I get the message:

“Oops, no such file exists! Double check the name and try again, merci.”

Help?