Read this pretty good article http://www.tomshardware.com/forum/272402-32-flash-drive
Follow the steps
How to remove a write protection from your USB memory Stick if there is no Write protection ON or OFF button on stick then
1. Shutdown your computer or laptop
2. Insert USB Memory Stick into your laptop or Computer
3. Turn on laptop and then immediately start pressing (F8) key then Advanced Boot Options screen will come up
4. Select Safe Mode with Command Prompt
5. After loading files if your USB Memory Stick drive letter is (G) for example then write as
6. C:\windows\system32>G: and press enter
7. G:\>format G: and press enter
8. If ask you (Y/N) then press (Y) and press enter
9. Now a full format will start which remove write protection from USB Memory Stick.
Before removing USB from your computer, Always remove it safely by going into to my computer then right click on USB and click eject.