If you want to change the chmod of directory created by JMS, this is possible when you edit the file /administrator/components/com_multisites/multisites.cfg.php
You can replace the 0755 by 0777 if you want but I think the problem is not related to the permission of the directroy that is created but a problem to create the link itself.
The reason may be due allso on the fact that the directory that must be linked does not authorized to be linked.
So check the permission of the /home/theafter/public_html/site/administrator]
Can you give us also the exact version number of JMS you are using and on which hosting provider you are working.
The current latest JMS version is 1.2.2.
If you are still using a RCx check the change history to verify it is not an older version prior a fix performed in RC4
See
www.jms2win.com/faq/change-history-v12x