Are you logged as an administrator on your PC? If are not, then I would recommend you to enter in elevated mode. Make sure that the USB drive is not write protected too. Please, share more information what type of format does the pendrive have and on which OS are you trying to connect it to.
In the Command prompt it won't harm if you type this:
attrib -s -h -r X:/*.* / s / d
Then hit "Enter" and wait about for some seconds
Be careful! Respect the spaces between words and script. Change the letter X with that has been assigned to the USB device on your PC (that you can see it in My Computer. It can be anything, depends on each computer.)
In the end, browse the flash drive and delete the recycle folder and if there is another one called "Autorun" you have to delete that too.