Right-click on that drive in explorer, properties> security>Permissions for everyone, check Allow on Write and Full control.
YOu can download and install a low-level formatting tool, like killdisk, then run it to do a low-level format on that drive.

If it is a flash media, like a SD card, make sure the slider switch on it's side is set to Unlocked.
 

dEAne

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If that is a CD or DVD disc which is burned without checking the "allow multi-session" (in nero you can add another files on it) - write once, you cannot do anything about it.

If it is a flash drive, their is a little switch on the side, slide it to the other side then you can format or write on it (you may need to re insert the flash drive though).