Everything Joe Davis has said is true.
Be aware also that godaddy url masking is a problem with mojoportal, disable that if you are using it.
In addition to making the /Data folder writable you must also make the /App_Data folder writable and follow the medium trust instructions linked previously. There are people using mojoPortal on godaddy. I don't know if they use multiple apps or not.
Hope it helps,
Joe