I had the same problem! You will need the Cd which came with the USB flash disk,
Put in your Drive and browse it! You will see JF Utility.exe run it, then press continue and choose partition
Then do Yes (you will lose you data on your pen drive).
Then Choose Public Area Only (Single Partition) then Click on OK!
A window will appear again Click on OK... then unplug your flash drive! and insert again!
The write protection will no longer bother you!