Your card reader may not be working correctly.
I was like you before. Inserted my MicroSDHC into a cheap card reader. Tried to copy files. Sometimes succeeded, sometimes write-protected.
But then I borrowed my friend's branded card reader and no problem whatsoever!
So I got SanDisk MobileMate Duo
and the problem went away. Works like a charm.Transcend P5
is also quite decent and it's cheaper than my card reader.