ok so I'm guessing this is a flash drive, what make and model is this?
do you have something like U3 software or truecrypt that was applied to it? any other data protection features it has?
typically write protection on a flash drive is either caused by software or by hardware switch somewhere on the flash drive itself. So check for switches or buttons on the side.
if there's absolutely nothing give us the make and model somebody will be able to check for possible data protection software that could have come with it.