You have to ask yourself is it the USB device that is write protected, or is it the computer that is preventing you from writing to the USB device. Try the USB device in another computer, does it work? If so then you need to edit the registry to enable writing to your device. Check out the below link
If this is not the cause of your problem then check if you have a very tiny switch on the side or bottom of your device. If you don't then you can try reformatting the USB device, but I would not hold out much hope as you probably have a fake USB device and should return it to your supplier.