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Some devices have a tiny switch which toggles Write Protect on and off so look for taht first. If there isn't one, go Start then Run and type regedit into the Open box and hit Enter.
From the File menu select Export and note the name and location of the important Registry backup you're about to make in case something goes wrong.
Then, navigate to the following key and if you find it, delete it.
Restart the computer - twice - and you shold be able to write to that stick.