/usr/games/marball is a system wide location, meaning that changes to files here will affect all users. This is why ordinarily a program run by a normal user can't create files here. It looks like the files you want to create are configuration and saved game files. On a multiple user system you would want to be able to have separate saved games and configuration for each user so storing these files in a system wide place wouldn't be suitable even if you changed the permissions to allow for this.
These files should be stored in the user configuration directory. To get this directory, you should first look for the environment variable "XDG_CONFIG_HOME". If this doesn't exist, use ~/.config (you can get the location of '~' from the "HOME" environment variable). In this folder your game should create a 'marball' folder and use this as the location of 'marball.cfg' and 'Marball.sav'.
Your game is cross platform so you will need to only use this method on Linux. However, it is good practice to store these files somewhere in the home folder (or equivalent) on all platforms.