/usr/local/ permissions-Unix

I do not have a /usr/local/bin folder. When I try to mkdir /usr/local/bin/ I get
mkdir: /usr/local/bin: Permission denied.
In fact, permission is denied for copying writing into /usr/ at all.
My permissions are:
drwxr-xr-x 4 root wheel 136 Oct 25 2005 usr/local
and
drwxr-xr-x 11 root wheel 374 Oct 24 2005 usr
I tried changing permissions, but I get
chmod: /usr/: Operation not permitted
I always just use my administrator account, so it's not that I need to log in as administrator.
Any ideas? It would be nice to be able to install some libraries in a /usr/ subdirectory...
Thanks!
G5   Mac OS X (10.4.6)  

Performing the instructions as Jeffrey describes will produce another folder which you don't have write access to. If you're running an installer for those libraries, it should prompt you to enter your administrator password during the installation. If you want to install them by drag-copying them, choose Go to Folder from the Finder's Go menu, enter /usr/local/ as the folder's path, drop the files into the folder, click the Authenticate button, and type in your password; if you still want to create the folder, follow Jeffrey's instructions and then drag-copy the libraries.
(12503)

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