A) Has it got a little tab on it that you can slide back and forth to enable / disable write protection?
B) Have you tried it in another machine, or another pen drive in this machine? Some machines actually have a policy setting that disables writing to pen drives.
If neither of these simple solutions helps, I suggest that you search the forum - there have been a lot of "write protected flash" threads and you should read some of those and see if you find an answer.