I too got bitten by a question for my Connection Information when I just wanted to upgrade a plugin on my standard Ubuntu WordPress installation.

Googling showed lots of people recommending to just chown or chmod everything writable for the webserver user (or even the whole world). It turns out there’s an easier way. If you make sure that the wp-content directory is writable (for example using chown -R www-data:root wp-content) then all you need to do is add the following line to wp-config.php:

define('FS_METHOD', 'direct');

Now WP will just believe you instead of doing strange tests for the wrong things and you can install plugins and themes without compromising the rest of your installation.