1. Remove the write protection:http://www.tomshardware.com/forum/272402-32-flash-drive
2. Format the pen drive:
Start => Setting => Control Panel =>Administrative Tools => Computer Management =>Disk Management=> Right click your drive on the list => format it.
Or you need a format tool:http://en.softonic.com/s/usb-format-software
Note: In order to protect your important files on this pen drive, you'd better backed them up well after removing the write protection. If you cannot accomplish that for some error warning, you can try a drive recovery freeware
to help you out. Get it there: http://blog4mark.blogspot.com/2012/11/convert-raw-to-ntfs-without-data-loss.html