"Insufficient permissions" or "permission denied" or whatever relating to not having permissions on *nix usually means you must run the command as user root (or as another user who has the permissions, but root has all of them).
So run jtagconfig as root:
$ sudo jtagconfig
Alternatively, as root, put this in a new file /etc/udev/rules.d/51-altera-usb-blaster.rules:
SUBSYSTEM=="usb", ATTR{idVendor}=="09fb", ATTR{idProduct}=="6001", MODE="0666"
SUBSYSTEM=="usb", ATTR{idVendor}=="09fb", ATTR{idProduct}=="6002", MODE="0666"
SUBSYSTEM=="usb", ATTR{idVendor}=="09fb", ATTR{idProduct}=="6003", MODE="0666"
SUBSYSTEM=="usb", ATTR{idVendor}=="09fb", ATTR{idProduct}=="6010", MODE="0666"
SUBSYSTEM=="usb", ATTR{idVendor}=="09fb", ATTR{idProduct}=="6810", MODE="0666"
and then, run:
$ sudo udevadm control --reload
This should change the permission of your USB-Blaster Download Cable device so that any user may access it (if this is what you want), so you should be able to issue jtagconfig without sudo. Those five idProducts are all the known USB-Blaster Download Cable USB product IDs (for the Altera vendor ID, 0x09fb).
I wrote a fairly complete Arch Linux wiki page about Altera softwares on Linux if you want more details.