Try any/all of the following:
Look for a small switch on the USB device itself.
Right click on the drive
Click on the security tab.
Make sure you have rights and ownership. If not, take ownership of the device and set your rights to allow yourself access.
Make sure the file you are saving or deleting isn't currently open/in use. Also make sure the file isn't set as read only.
Sometimes a security software is installed on a USB device. This software could be causing the write protection error. Also it's possible that the file you are trying to open or change is encrypted.
These should cover general write protection errors but if those didn't help please provide more detail for us to help you. Quote the error word for word. Tell us what you are trying to do. Any extra detail is helpful.