One possibility is that it has a write protect switch which is locking it. There is also the possibility that it is dead. For more information, type "write protect usb drive" into the search bar at the top of this page - there are already many threads discussing this. If you have any more questions after that, I will try to help.
Try press right click on "My Computer" then select "Manage" in new open window select "Storage"--->"Removable Storage"--->"Libraries"-->then select your USB drive and hit mouse right click, select "Properties"-->"Security"--->and now for Use, Control and Modify hit "Allow" for all users.
Hope it helps