First of all, I'd like to say Ubrales is right. It's possible that you've got yourself a fake SD card.
Second of all, if you do have a ''real'' SD card, check if it's unlocked. there's a small switch on the side.
If this is not the case, it could also be the type of SD card that you're using. The first generation of SD cards could store up to 2 GB (these were labelled as SD). The second generation of SD cards could store up to 32 GB (these were labelled as SDHC, HC for High Capacity). The third generation of SD cards can store up to a theoretical 2 TB (these are labelled as SDXC, XC for eXtended Capacity).
Bottom line; It's possible that you've put an SDXC card into a camera that only supports SD and SDHC, or an SDHC card into a camera that only supports SD. Try updating your camera if you can!