[Exim] Delivery to local mail boxes

By your help i have been able to test a small setup of exim ,..
I am able to send mails to remote locations etc..
using ./exim -d9 user@???

I have set up a Linux server on which exim -3.16 is loaded .I amusing a
netscape messenger to send mail from the client to another local client
The mail gets delivered in /var/spool/exim/input folder .

In the mainlog it shows :

-------------------------------------- T=Local_delivery Defer (13). Failed to create directoried for /var/mail:permission denied .

I think there is some permissionm problem ...
Can some one enlighten me ...
Regards ..
Raj